+2.7%
PTC vs XPO
+271.9%
-269.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -5.1% |
| 7D | -12.8% | +2.7% | -15.5% | -13.4% |
| 30D | -9.8% | -6.2% | -3.6% | -8.6% |
| 3M | -2.1% | -15.4% | +13.3% | +1.1% |
| 6M | -18.1% | +0.7% | -18.8% | -19.6% |
| YTD | -23.5% | +39.8% | -63.3% | -31.7% |
| 1Y | -37.4% | +43.3% | -80.7% | -44.8% |
| 3Y | -7.2% | +166.0% | -173.3% | -36.0% |
| 5Y | +2.7% | +274.2% | -271.5% | -44.7% |
| All | +2.7% | +271.9% | -269.3% | -44.7% |
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