-21.0%
PFE vs QXO
-70.4%
+49.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.5% |
| 7D | -4.0% | -8.7% | +4.7% | -4.0% |
| 30D | +3.9% | -21.0% | +24.8% | +4.0% |
| 3M | +9.9% | -18.4% | +28.3% | +10.0% |
| 6M | +5.3% | -43.0% | +48.3% | +5.4% |
| YTD | +16.8% | -36.3% | +53.1% | +16.9% |
| 1Y | +20.4% | -42.8% | +63.2% | +20.6% |
| 3Y | -2.1% | -45.8% | +43.7% | -2.8% |
| 5Y | -21.0% | -70.8% | +49.8% | -21.8% |
| All | -21.0% | -70.4% | +49.4% | -21.8% |
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