-15.5%
PCG vs QXO
-47.2%
+31.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -1.1% |
| 7D | +0.5% | -8.7% | +9.2% | +0.5% |
| 30D | -18.9% | -21.0% | +2.1% | -18.9% |
| 3M | -15.8% | -18.4% | +2.5% | -15.8% |
| 6M | -22.6% | -43.0% | +20.5% | -22.5% |
| YTD | -12.2% | -36.3% | +24.1% | -12.1% |
| 1Y | -7.1% | -42.8% | +35.7% | -7.0% |
| All | -15.5% | -47.2% | +31.6% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling