+34.5%
QXO vs PBF
+374.8%
-340.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -7.8% | +5.3% | -13.1% | -8.2% |
| 30D | -18.1% | +11.7% | -29.8% | -18.9% |
| 3M | -25.8% | +91.1% | -116.8% | -30.0% |
| 6M | -41.7% | +88.4% | -130.1% | -45.6% |
| YTD | -36.2% | +194.1% | -230.2% | -43.1% |
| 1Y | -42.1% | +180.4% | -222.5% | -48.4% |
| 3Y | -46.2% | +59.3% | -105.5% | -51.3% |
| 5Y | -70.7% | +816.3% | -887.0% | -78.5% |
| All | +34.5% | +374.8% | -340.3% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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