-25.0%
QXO vs PENG
+120.5%
-145.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -9.1% | +17.2% | +9.4% |
| 7D | +16.6% | -20.5% | +37.1% | +20.1% |
| 30D | +6.6% | -20.4% | +26.9% | +8.5% |
| 3M | -17.5% | -16.4% | -1.1% | -17.4% |
| 6M | -33.8% | +49.2% | -83.0% | -50.1% |
| YTD | -34.4% | +147.2% | -181.6% | -63.5% |
| 1Y | -25.0% | +124.7% | -149.6% | -56.1% |
| All | -25.0% | +120.5% | -145.4% | -56.1% |
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