+135.3%
PM vs QXO
-70.1%
+205.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.5% |
| 6M | +16.5% | -41.7% | +58.2% | +16.4% |
| YTD | +21.2% | -36.2% | +57.4% | +21.1% |
| 1Y | +17.9% | -42.1% | +60.0% | +17.8% |
| 3Y | +129.8% | -46.2% | +176.0% | +131.6% |
| All | +135.3% | -70.1% | +205.4% | +145.7% |
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