+84.9%
PR vs XPO
+132.3%
-47.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -9.5% | -1.5% | -8.0% | -9.2% |
| 30D | -5.7% | +2.6% | -8.3% | -6.3% |
| 3M | +3.0% | -6.1% | +9.1% | +4.0% |
| 6M | +11.8% | -8.0% | +19.8% | +12.8% |
| YTD | +58.5% | +38.5% | +20.0% | +40.9% |
| 1Y | +69.9% | +35.0% | +34.9% | +51.7% |
| 3Y | +84.9% | +126.5% | -41.6% | +43.5% |
| All | +84.9% | +132.3% | -47.4% | +43.5% |
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