+1,550.4%
PSA vs XPO
+10,316.6%
-8,766.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -1.5% |
| 7D | -3.7% | +2.4% | -6.1% | -3.9% |
| 30D | -7.7% | -3.5% | -4.2% | -7.5% |
| 3M | -0.6% | -11.9% | +11.3% | +0.2% |
| 6M | -0.9% | -10.0% | +9.0% | -0.4% |
| YTD | +18.7% | +42.1% | -23.4% | +15.4% |
| 1Y | +7.6% | +47.6% | -40.0% | +4.2% |
| 3Y | +23.7% | +153.6% | -129.9% | +13.9% |
| 5Y | +13.7% | +266.5% | -252.8% | +0.5% |
| 10Y | +98.9% | +1,460.4% | -1,361.6% | +57.9% |
| All | +1,550.4% | +10,316.6% | -8,766.2% | +1,039.6% |
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