+185.4%
PSLV vs XPO
+1,516.3%
-1,330.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.5% | -5.7% | +2.2% | -3.0% |
| 30D | -2.1% | -12.8% | +10.7% | -1.2% |
| 3M | -1.6% | -20.0% | +18.3% | -0.1% |
| 6M | -25.5% | -6.0% | -19.5% | -25.3% |
| YTD | -11.4% | +34.0% | -45.5% | -13.2% |
| 1Y | +48.6% | +35.6% | +13.0% | +45.3% |
| 3Y | +166.9% | +152.3% | +14.6% | +148.2% |
| 5Y | +152.4% | +264.4% | -112.0% | +125.7% |
| All | +185.4% | +1,516.3% | -1,330.9% | +142.7% |
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