-65.8%
QXO vs PCOR
-30.9%
-34.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.4% | +0.3% |
| 7D | -1.3% | -9.0% | +7.7% | +1.3% |
| 30D | -16.0% | +4.2% | -20.2% | -17.2% |
| 3M | -17.7% | +14.4% | -32.2% | -21.5% |
| 6M | -42.6% | +0.2% | -42.8% | -44.0% |
| YTD | -30.8% | -20.3% | -10.5% | -27.9% |
| 1Y | -35.3% | -16.1% | -19.2% | -33.9% |
| 3Y | -46.3% | -14.7% | -31.6% | -48.2% |
| 5Y | -69.2% | -43.2% | -26.0% | -69.1% |
| All | -65.8% | -30.9% | -34.9% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling