-41.5%
QXO vs PCOR
-17.1%
-24.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | +0.2% |
| 7D | +2.9% | -6.9% | +9.8% | +5.1% |
| 30D | -18.0% | -1.5% | -16.5% | -17.9% |
| 3M | -14.7% | +18.5% | -33.2% | -19.9% |
| 6M | -39.2% | -4.7% | -34.6% | -39.6% |
| YTD | -31.3% | -22.8% | -8.5% | -25.5% |
| 1Y | -39.7% | -20.7% | -18.9% | -35.7% |
| 3Y | -41.5% | -14.6% | -27.0% | -47.9% |
| All | -41.5% | -17.1% | -24.4% | -47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling