+34.5%
QXO vs PBR
+697.0%
-662.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | -7.8% | +5.4% | -13.2% | -8.1% |
| 30D | -18.1% | +22.9% | -41.0% | -19.0% |
| 3M | -25.8% | +19.6% | -45.4% | -26.6% |
| 6M | -41.7% | +16.5% | -58.2% | -42.4% |
| YTD | -36.2% | +86.7% | -122.8% | -38.9% |
| 1Y | -42.1% | +74.7% | -116.8% | -44.3% |
| 3Y | -46.2% | +102.6% | -148.7% | -49.0% |
| 5Y | -70.7% | +566.6% | -637.3% | -75.8% |
| All | +34.5% | +697.0% | -662.5% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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