+362.4%
PCAR vs QXO
+34.5%
+328.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -1.6% | -7.8% | +6.2% | -1.5% |
| 30D | -6.4% | -18.1% | +11.7% | -6.1% |
| 3M | +4.7% | -25.8% | +30.4% | +5.1% |
| 6M | +4.5% | -41.7% | +46.2% | +5.2% |
| YTD | +13.0% | -36.2% | +49.2% | +13.7% |
| 1Y | +23.6% | -42.1% | +65.7% | +24.4% |
| 3Y | +60.7% | -46.2% | +106.9% | +57.1% |
| 5Y | +164.5% | -70.7% | +235.2% | +158.6% |
| All | +362.4% | +34.5% | +328.0% | +351.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 10y: compounded portfolio wealth divided by compounded QXO 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…
10y analysis · Full analysis span regression · 6 months rolling