+147.8%
PR vs XPO
+1,488.6%
-1,340.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.2% | +1.3% | -2.9% |
| 7D | -16.5% | -3.6% | -13.0% | -15.6% |
| 30D | -4.5% | -3.8% | -0.7% | -3.5% |
| 3M | +8.5% | -11.8% | +20.4% | +12.4% |
| 6M | -3.3% | -15.0% | +11.6% | +0.5% |
| YTD | +55.7% | +29.9% | +25.9% | +37.8% |
| 1Y | +82.0% | +27.6% | +54.5% | +61.6% |
| 3Y | +62.5% | +121.9% | -59.5% | +12.8% |
| 5Y | +223.9% | +277.9% | -54.0% | +73.0% |
| 10Y | +64.2% | +1,371.4% | -1,307.2% | -21.0% |
| All | +147.8% | +1,488.6% | -1,340.9% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling