+1.5%
PPL vs XPO
+45.2%
-43.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | +1.8% | +2.7% | -0.9% | +1.8% |
| 30D | -1.1% | -6.2% | +5.1% | -1.0% |
| 3M | 0.0% | -15.4% | +15.4% | 0.0% |
| 6M | -7.6% | +0.7% | -8.3% | -7.5% |
| YTD | +1.7% | +39.8% | -38.1% | +1.9% |
| 1Y | +1.5% | +43.3% | -41.8% | +1.0% |
| All | +1.5% | +45.2% | -43.7% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling