+2,138.5%
PTC vs XPO
+10,043.1%
-7,904.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.3% | -5.9% | -0.6% |
| 7D | +0.8% | -1.9% | +2.7% | +1.0% |
| 30D | +0.7% | +2.5% | -1.8% | +0.2% |
| 3M | +32.6% | -7.2% | +39.8% | +33.7% |
| 6M | +33.6% | -8.1% | +41.6% | +34.3% |
| YTD | +12.4% | +38.3% | -25.9% | +5.1% |
| 1Y | +11.2% | +33.6% | -22.4% | +4.4% |
| 3Y | +31.7% | +133.1% | -101.4% | +10.3% |
| 5Y | +60.1% | +308.9% | -248.8% | +19.7% |
| 10Y | +317.2% | +1,371.8% | -1,054.6% | +158.5% |
| All | +2,138.5% | +10,043.1% | -7,904.6% | +928.5% |
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 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