+210.9%
PM vs QXO
+34.5%
+176.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +4.7% | -7.8% | +12.5% | +4.7% |
| 30D | +2.6% | -18.1% | +20.7% | +2.6% |
| 3M | +6.6% | -25.8% | +32.3% | +6.6% |
| 6M | +16.5% | -41.7% | +58.2% | +16.6% |
| YTD | +21.2% | -36.2% | +57.4% | +21.2% |
| 1Y | +17.9% | -42.1% | +60.0% | +18.0% |
| 3Y | +129.8% | -46.2% | +176.0% | +128.0% |
| 5Y | +133.0% | -70.7% | +203.8% | +131.8% |
| All | +210.9% | +34.5% | +176.5% | +198.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling