+29.3%
PSA vs XPO
+38.8%
-9.5%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.1% |
| 7D | +10.5% | +3.5% | +7.0% | +9.8% |
| 30D | +21.7% | +2.8% | +18.8% | +21.0% |
| 3M | +6.1% | -7.5% | +13.6% | +7.5% |
| 6M | +18.3% | -5.9% | +24.3% | +18.9% |
| YTD | +36.1% | +38.4% | -2.3% | +25.3% |
| 1Y | +29.3% | +33.7% | -4.4% | +19.6% |
| All | +29.3% | +38.8% | -9.5% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling