-36.8%
PTC vs XPO
+39.4%
-76.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -3.2% |
| 7D | -13.6% | -0.9% | -12.6% | -13.5% |
| 30D | -14.7% | -8.1% | -6.6% | -14.4% |
| 3M | -5.9% | -19.0% | +13.1% | -4.9% |
| 6M | -21.1% | -5.2% | -15.9% | -22.1% |
| YTD | -26.0% | +35.6% | -61.6% | -30.4% |
| 1Y | -36.8% | +41.1% | -77.9% | -40.8% |
| All | -36.8% | +39.4% | -76.3% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling