+156.2%
PSX vs XPO
+133.2%
+23.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.5% | +0.3% |
| 7D | +7.8% | +9.0% | -1.2% | +5.8% |
| 30D | -10.9% | +4.2% | -15.1% | -11.8% |
| 3M | +14.5% | -8.7% | +23.1% | +16.4% |
| 6M | +56.1% | -2.8% | +58.9% | +56.0% |
| YTD | +109.6% | +41.9% | +67.7% | +86.9% |
| 1Y | +95.5% | +42.3% | +53.2% | +73.9% |
| 3Y | +156.2% | +127.3% | +28.9% | +106.0% |
| All | +156.2% | +133.2% | +23.0% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling