+60.1%
PTC vs XPO
+296.5%
-236.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.3% | -5.9% | -1.0% |
| 7D | +0.8% | -1.9% | +2.7% | +1.2% |
| 30D | +0.7% | +2.5% | -1.8% | 0.0% |
| 3M | +32.6% | -7.2% | +39.8% | +34.3% |
| 6M | +33.6% | -8.1% | +41.6% | +34.5% |
| YTD | +12.4% | +38.3% | -25.9% | +0.1% |
| 1Y | +11.2% | +33.6% | -22.4% | -0.3% |
| 3Y | +31.7% | +133.1% | -101.4% | -6.0% |
| 5Y | +60.1% | +308.9% | -248.8% | -15.0% |
| All | +60.1% | +296.5% | -236.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling