+78.7%
PR vs XPO
+1,289.5%
-1,210.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.3% | +2.6% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | -4.6% | +4.7% | -9.3% | -6.4% |
| 3M | +4.7% | -7.1% | +11.8% | +6.7% |
| 6M | +12.4% | -6.3% | +18.7% | +13.2% |
| YTD | +62.9% | +39.1% | +23.8% | +39.2% |
| 1Y | +70.6% | +36.7% | +33.9% | +46.2% |
| 3Y | +90.0% | +127.4% | -37.4% | +26.2% |
| 5Y | +255.5% | +315.0% | -59.5% | +71.3% |
| 10Y | +78.7% | +1,263.5% | -1,184.7% | -22.1% |
| All | +78.7% | +1,289.5% | -1,210.7% | -22.1% |
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