+100.5%
PSA vs XPO
+1,516.3%
-1,415.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -1.8% | -5.7% | +3.8% | -1.1% |
| 30D | -8.4% | -12.8% | +4.4% | -6.9% |
| 3M | -7.8% | -20.0% | +12.1% | -5.5% |
| 6M | +0.8% | -6.0% | +6.8% | +1.2% |
| YTD | +16.5% | +34.0% | -17.6% | +11.9% |
| 1Y | +4.7% | +35.6% | -30.8% | +0.2% |
| 3Y | +21.1% | +152.3% | -131.2% | +5.2% |
| 5Y | +14.2% | +264.4% | -250.2% | -7.8% |
| All | +100.5% | +1,516.3% | -1,415.8% | +38.3% |
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 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