-68.5%
QXO vs PCOR
-36.7%
-31.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.8% |
| 7D | -8.7% | -12.2% | +3.5% | -5.4% |
| 30D | -21.0% | -9.4% | -11.6% | -19.0% |
| 3M | -18.4% | +22.2% | -40.6% | -23.6% |
| 6M | -43.0% | -7.3% | -35.7% | -43.2% |
| YTD | -36.3% | -26.8% | -9.4% | -32.0% |
| 1Y | -42.8% | -22.2% | -20.6% | -40.3% |
| 3Y | -45.8% | -19.1% | -26.7% | -46.8% |
| 5Y | -70.8% | -42.4% | -28.3% | -70.2% |
| All | -68.5% | -36.7% | -31.9% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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