-35.3%
QXO vs PENG
+118.5%
-153.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.3% | -2.0% |
| 7D | -1.3% | +4.5% | -5.8% | -2.1% |
| 30D | -16.0% | -7.1% | -8.9% | -15.1% |
| 3M | -17.7% | -27.3% | +9.5% | -15.4% |
| 6M | -42.6% | +169.6% | -212.2% | -62.9% |
| YTD | -30.8% | +164.6% | -195.4% | -55.3% |
| 1Y | -35.3% | +109.5% | -144.8% | -59.3% |
| All | -35.3% | +118.5% | -153.8% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling