+314.8%
PM vs QXO
-5.4%
+320.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.5% |
| 7D | -1.2% | -3.9% | +2.7% | -1.2% |
| 30D | -0.2% | -17.4% | +17.2% | -0.2% |
| 3M | +4.9% | -22.5% | +27.4% | +4.9% |
| 6M | +9.0% | -41.4% | +50.4% | +9.0% |
| YTD | +17.8% | -34.1% | +51.9% | +17.8% |
| 1Y | +16.8% | -40.8% | +57.6% | +16.8% |
| 3Y | +125.4% | -43.9% | +169.4% | +125.4% |
| 5Y | +128.7% | -69.6% | +198.3% | +128.7% |
| 10Y | +211.8% | +41.0% | +170.9% | +212.0% |
| All | +314.8% | -5.4% | +320.3% | +309.7% |
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 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