+604.2%
PCAR vs QXO
-1.4%
+605.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.8% |
| 7D | 0.0% | +2.9% | -2.8% | 0.0% |
| 30D | -7.7% | -18.0% | +10.3% | -7.6% |
| 3M | +3.7% | -14.7% | +18.4% | +3.8% |
| 6M | +2.3% | -39.2% | +41.5% | +2.6% |
| YTD | +12.8% | -31.3% | +44.1% | +13.0% |
| 1Y | +27.8% | -39.7% | +67.4% | +28.1% |
| 3Y | +61.8% | -41.5% | +103.3% | +60.5% |
| 5Y | +168.2% | -67.0% | +235.2% | +166.0% |
| 10Y | +359.1% | +44.7% | +314.3% | +353.1% |
| All | +604.2% | -1.4% | +605.6% | +602.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling