+70.3%
PR vs XPO
+1,356.2%
-1,285.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -9.5% | -1.5% | -8.0% | -9.1% |
| 30D | -5.7% | +2.6% | -8.3% | -6.8% |
| 3M | +3.0% | -6.1% | +9.1% | +4.6% |
| 6M | +11.8% | -8.0% | +19.8% | +13.3% |
| YTD | +58.5% | +38.5% | +20.0% | +35.6% |
| 1Y | +69.9% | +35.0% | +34.9% | +46.2% |
| 3Y | +84.9% | +126.5% | -41.6% | +23.0% |
| 5Y | +246.4% | +315.4% | -69.0% | +66.9% |
| 10Y | +70.3% | +1,272.1% | -1,201.8% | -25.6% |
| All | +70.3% | +1,356.2% | -1,285.9% | -25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling