+469.4%
PWR vs QXO
-70.1%
+539.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +5.0% | +5.1% |
| 7D | +4.2% | -7.8% | +12.0% | +4.3% |
| 30D | -4.0% | -18.1% | +14.1% | -3.8% |
| 3M | -4.8% | -25.8% | +21.0% | -4.4% |
| 6M | +14.6% | -41.7% | +56.4% | +15.4% |
| YTD | +54.2% | -36.2% | +90.4% | +55.0% |
| 1Y | +67.1% | -42.1% | +109.2% | +68.1% |
| 3Y | +218.5% | -46.2% | +264.6% | +205.0% |
| All | +469.4% | -70.1% | +539.6% | +429.8% |
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