+129.9%
PSA vs XPO
+1,266.4%
-1,136.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -0.5% |
| 7D | -1.4% | +9.0% | -10.4% | -2.5% |
| 30D | +15.2% | +4.2% | +11.0% | +14.5% |
| 3M | +2.2% | -8.7% | +10.9% | +3.2% |
| 6M | +11.7% | -2.8% | +14.4% | +11.7% |
| YTD | +32.0% | +41.9% | -9.9% | +25.9% |
| 1Y | +26.3% | +42.3% | -16.0% | +20.2% |
| 3Y | +52.4% | +127.3% | -74.9% | +34.1% |
| 5Y | +26.3% | +306.4% | -280.1% | +0.5% |
| All | +129.9% | +1,266.4% | -1,136.5% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling