+84.5%
PR vs XPO
+1,266.4%
-1,181.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.5% |
| 7D | +6.0% | +9.0% | -3.0% | +2.8% |
| 30D | -4.2% | +4.2% | -8.4% | -5.8% |
| 3M | +10.0% | -8.7% | +18.6% | +12.8% |
| 6M | +15.6% | -2.8% | +18.4% | +14.9% |
| YTD | +68.2% | +41.9% | +26.3% | +42.7% |
| 1Y | +79.2% | +42.3% | +36.9% | +51.4% |
| 3Y | +94.9% | +127.3% | -32.4% | +29.6% |
| 5Y | +272.8% | +306.4% | -33.6% | +81.6% |
| All | +84.5% | +1,266.4% | -1,181.9% | -21.1% |
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 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