+31.7%
PTC vs XPO
+129.7%
-98.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.3% | -5.9% | -0.5% |
| 7D | +0.8% | -1.9% | +2.7% | +1.0% |
| 30D | +0.7% | +2.5% | -1.8% | +0.3% |
| 3M | +32.6% | -7.2% | +39.8% | +33.7% |
| 6M | +33.6% | -8.1% | +41.6% | +34.2% |
| YTD | +12.4% | +38.3% | -25.9% | +3.2% |
| 1Y | +11.2% | +33.6% | -22.4% | +2.6% |
| 3Y | +31.7% | +133.1% | -101.4% | +6.5% |
| All | +31.7% | +129.7% | -98.0% | +6.5% |
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