+219.4%
PEP vs QXO
-5.4%
+224.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.3% |
| 7D | -1.7% | -3.9% | +2.2% | -1.7% |
| 30D | +0.3% | -17.4% | +17.7% | +0.3% |
| 3M | -3.2% | -22.5% | +19.3% | -3.2% |
| 6M | -13.6% | -41.4% | +27.8% | -13.5% |
| YTD | -1.9% | -34.1% | +32.3% | -1.8% |
| 1Y | -0.6% | -40.8% | +40.2% | -0.5% |
| 3Y | -13.6% | -43.9% | +30.3% | -13.9% |
| 5Y | +3.2% | -69.6% | +72.8% | +2.8% |
| 10Y | +79.1% | +41.0% | +38.1% | +78.4% |
| All | +219.4% | -5.4% | +224.8% | +234.1% |
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