+79.3%
PR vs XPO
+155.9%
-76.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -2.5% |
| 7D | +2.9% | +2.4% | +0.5% | +2.3% |
| 30D | +18.0% | -3.5% | +21.6% | +18.7% |
| 3M | +16.9% | -11.9% | +28.8% | +19.4% |
| 6M | +28.2% | -10.0% | +38.2% | +29.5% |
| YTD | +69.3% | +42.1% | +27.3% | +51.7% |
| 1Y | +69.5% | +47.6% | +21.9% | +49.1% |
| All | +79.3% | +155.9% | -76.6% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling