+46.4%
PPL vs XPO
+313.2%
-266.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -2.2% | +6.9% | -9.1% | -2.6% |
| 30D | +1.7% | +4.1% | -2.4% | +1.4% |
| 3M | +0.1% | -9.7% | +9.9% | +0.7% |
| 6M | -1.5% | -3.8% | +2.2% | -1.5% |
| YTD | +3.0% | +38.8% | -35.8% | +0.2% |
| 1Y | -1.4% | +34.2% | -35.7% | -4.0% |
| 3Y | +53.5% | +126.9% | -73.4% | +39.7% |
| 5Y | +46.4% | +297.5% | -251.1% | +19.2% |
| All | +46.4% | +313.2% | -266.8% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling