-70.8%
QXO vs PBR
+552.2%
-623.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.1% |
| 7D | -7.8% | +5.4% | -13.2% | -7.6% |
| 30D | -18.1% | +22.9% | -41.0% | -17.5% |
| 3M | -25.8% | +19.6% | -45.4% | -25.2% |
| 6M | -41.7% | +16.5% | -58.2% | -41.3% |
| YTD | -36.2% | +86.7% | -122.8% | -35.6% |
| 1Y | -42.1% | +74.7% | -116.8% | -41.6% |
| 3Y | -46.2% | +102.6% | -148.7% | -45.8% |
| All | -70.8% | +552.2% | -623.0% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling