+164.2%
PCAR vs QXO
-70.4%
+234.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.6% |
| 7D | -1.6% | -8.7% | +7.1% | -1.4% |
| 30D | -7.3% | -21.0% | +13.7% | -6.9% |
| 3M | +7.8% | -18.4% | +26.2% | +8.1% |
| 6M | +3.6% | -43.0% | +46.6% | +4.4% |
| YTD | +12.9% | -36.3% | +49.2% | +13.6% |
| 1Y | +27.3% | -42.8% | +70.1% | +28.2% |
| 3Y | +61.9% | -45.8% | +107.6% | +59.9% |
| 5Y | +164.2% | -70.8% | +234.9% | +157.4% |
| All | +164.2% | -70.4% | +234.5% | +157.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling