+311.9%
PTC vs XPO
+1,266.4%
-954.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.7% |
| 7D | +0.5% | +9.0% | -8.5% | -1.9% |
| 30D | +1.2% | +4.2% | -2.9% | -0.1% |
| 3M | +27.4% | -8.7% | +36.0% | +29.8% |
| 6M | +39.2% | -2.8% | +42.0% | +38.2% |
| YTD | +12.5% | +41.9% | -29.4% | -1.5% |
| 1Y | +12.3% | +42.3% | -30.1% | -2.1% |
| 3Y | +28.8% | +127.3% | -98.4% | -8.3% |
| 5Y | +60.9% | +306.4% | -245.5% | -10.9% |
| All | +311.9% | +1,266.4% | -954.5% | +54.3% |
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