+1,511.7%
PTC vs XPO
+10,316.6%
-8,804.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.5% | -10.5% | -6.7% |
| 7D | -10.3% | +2.4% | -12.7% | -10.7% |
| 30D | +1.1% | -3.5% | +4.7% | +1.5% |
| 3M | +1.6% | -11.9% | +13.5% | +3.1% |
| 6M | -13.5% | -10.0% | -3.5% | -12.8% |
| YTD | -19.1% | +42.1% | -61.1% | -24.5% |
| 1Y | -33.9% | +47.6% | -81.5% | -38.9% |
| 3Y | -3.9% | +153.6% | -157.5% | -20.6% |
| 5Y | +6.0% | +266.5% | -260.5% | -19.5% |
| 10Y | +223.7% | +1,460.4% | -1,236.7% | +99.2% |
| All | +1,511.7% | +10,316.6% | -8,804.9% | +638.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling