+1,149.3%
PSX vs XPO
+3,143.8%
-1,994.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | +6.4% | +6.9% | -0.4% | +4.8% |
| 30D | -10.2% | +4.1% | -14.3% | -11.1% |
| 3M | +17.2% | -9.7% | +26.9% | +19.6% |
| 6M | +51.8% | -3.8% | +55.5% | +52.0% |
| YTD | +108.0% | +38.8% | +69.2% | +88.4% |
| 1Y | +96.1% | +34.2% | +61.9% | +78.8% |
| 3Y | +155.9% | +126.9% | +28.9% | +98.8% |
| 5Y | +306.9% | +297.5% | +9.4% | +161.3% |
| 10Y | +364.5% | +1,260.5% | -896.0% | +119.0% |
| All | +1,149.3% | +3,143.8% | -1,994.6% | +388.0% |
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 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