-67.7%
QXO vs PCOR
-7.6%
-60.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | +9.0% | +3.0% | +6.0% | +8.2% |
| 30D | +22.0% | +38.7% | -16.7% | +11.3% |
| 3M | -15.4% | +24.9% | -40.2% | -20.8% |
| 6M | -26.0% | +68.8% | -94.7% | -37.1% |
| YTD | -34.7% | +6.7% | -41.4% | -37.4% |
| 1Y | -28.0% | +3.0% | -31.0% | -30.1% |
| 3Y | -47.0% | +48.6% | -95.7% | -55.5% |
| 5Y | -64.2% | -12.7% | -51.5% | -67.5% |
| All | -67.7% | -7.6% | -60.1% | -69.7% |
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