+396.1%
PPL vs XPO
+9,445.4%
-9,049.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | +0.4% | -6.7% | +7.1% | +0.8% |
| 30D | +5.4% | -1.9% | +7.3% | +5.5% |
| 3M | +4.3% | -9.9% | +14.1% | +4.9% |
| 6M | -1.3% | -16.4% | +15.0% | -0.4% |
| YTD | +4.7% | +30.2% | -25.5% | +2.5% |
| 1Y | +1.3% | +29.9% | -28.6% | -0.9% |
| 3Y | +57.2% | +122.6% | -65.4% | +46.6% |
| 5Y | +48.2% | +278.9% | -230.6% | +31.5% |
| 10Y | +62.7% | +1,375.3% | -1,312.6% | +33.6% |
| All | +396.1% | +9,445.4% | -9,049.3% | +275.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling