+376.3%
PSX vs XPO
+1,517.7%
-1,141.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.6% |
| 7D | +1.5% | -1.3% | +2.8% | +1.8% |
| 30D | +15.8% | -10.4% | +26.2% | +19.0% |
| 3M | +43.0% | -15.7% | +58.7% | +49.0% |
| 6M | +61.1% | -6.3% | +67.4% | +61.6% |
| YTD | +104.5% | +34.2% | +70.4% | +84.3% |
| 1Y | +102.5% | +39.9% | +62.6% | +78.8% |
| 3Y | +133.5% | +155.2% | -21.7% | +66.8% |
| 5Y | +367.0% | +264.7% | +102.3% | +181.6% |
| All | +376.3% | +1,517.7% | -1,141.4% | +82.4% |
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