+198.3%
PTC vs XPO
+1,410.5%
-1,212.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -2.4% |
| 7D | -13.6% | -0.9% | -12.6% | -13.4% |
| 30D | -14.7% | -8.1% | -6.6% | -12.9% |
| 3M | -5.9% | -19.0% | +13.1% | -1.1% |
| 6M | -21.1% | -5.2% | -15.9% | -21.3% |
| YTD | -26.0% | +35.6% | -61.6% | -34.1% |
| 1Y | -36.8% | +41.1% | -77.9% | -44.8% |
| 3Y | -10.3% | +157.9% | -168.2% | -38.7% |
| 5Y | +1.2% | +265.6% | -264.5% | -41.9% |
| 10Y | +198.3% | +1,516.8% | -1,318.5% | +15.0% |
| All | +198.3% | +1,410.5% | -1,212.2% | +15.0% |
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 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