+382.5%
PPL vs XPO
+10,316.6%
-9,934.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -0.3% |
| 7D | +2.7% | +2.4% | +0.3% | +2.5% |
| 30D | +0.5% | -3.5% | +4.0% | +0.6% |
| 3M | +0.7% | -11.9% | +12.6% | +1.3% |
| 6M | -7.6% | -10.0% | +2.4% | -7.2% |
| YTD | +1.8% | +42.1% | -40.3% | -0.8% |
| 1Y | -0.8% | +47.6% | -48.4% | -3.7% |
| 3Y | +56.9% | +153.6% | -96.7% | +45.0% |
| 5Y | +39.5% | +266.5% | -227.0% | +24.0% |
| 10Y | +55.4% | +1,460.4% | -1,405.1% | +27.0% |
| All | +382.5% | +10,316.6% | -9,934.1% | +263.1% |
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