-57.1%
PCG vs QXO
-1.4%
-55.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.4% | +3.6% |
| 7D | +5.4% | +2.9% | +2.5% | +5.4% |
| 30D | -15.1% | -18.0% | +2.9% | -15.1% |
| 3M | -9.8% | -14.7% | +4.9% | -9.8% |
| 6M | -18.0% | -39.2% | +21.2% | -17.9% |
| YTD | -7.2% | -31.3% | +24.1% | -7.2% |
| 1Y | +2.9% | -39.7% | +42.5% | +3.0% |
| 3Y | -11.1% | -41.5% | +30.4% | -11.5% |
| 5Y | +61.8% | -67.0% | +128.8% | +60.9% |
| 10Y | -75.2% | +44.7% | -119.9% | -75.2% |
| All | -57.1% | -1.4% | -55.7% | -57.6% |
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 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