+415.3%
PR vs XPO
+265.7%
+149.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -2.8% |
| 7D | +2.9% | +2.4% | +0.5% | +2.2% |
| 30D | +18.0% | -3.5% | +21.6% | +18.9% |
| 3M | +16.9% | -11.9% | +28.8% | +20.1% |
| 6M | +28.2% | -10.0% | +38.2% | +29.7% |
| YTD | +69.3% | +42.1% | +27.3% | +48.7% |
| 1Y | +69.5% | +47.6% | +21.9% | +45.7% |
| 3Y | +81.7% | +153.6% | -71.9% | +26.0% |
| All | +415.3% | +265.7% | +149.5% | +204.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling