+64.8%
PR vs XPO
+1,421.2%
-1,356.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.3% | -7.3% | -3.2% |
| 7D | -12.4% | -1.9% | -10.5% | -11.8% |
| 30D | -6.6% | +2.5% | -9.0% | -7.6% |
| 3M | +7.5% | -7.2% | +14.7% | +9.6% |
| 6M | +10.8% | -8.1% | +18.8% | +12.3% |
| YTD | +57.0% | +38.3% | +18.7% | +34.5% |
| 1Y | +67.9% | +33.6% | +34.4% | +45.2% |
| 3Y | +87.6% | +133.1% | -45.5% | +23.7% |
| 5Y | +220.4% | +308.9% | -88.5% | +56.1% |
| 10Y | +64.8% | +1,371.8% | -1,306.9% | -22.4% |
| All | +64.8% | +1,421.2% | -1,356.3% | -22.4% |
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