-26.5%
QXO vs PENG
+752.7%
-779.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.1% | -0.5% |
| 7D | -7.8% | -1.2% | -6.6% | -7.7% |
| 30D | -18.1% | -12.9% | -5.2% | -16.9% |
| 3M | -25.8% | -20.5% | -5.3% | -24.9% |
| 6M | -41.7% | +176.8% | -218.6% | -50.2% |
| YTD | -36.2% | +161.6% | -197.7% | -45.1% |
| 1Y | -42.1% | +95.6% | -137.7% | -48.7% |
| 3Y | -46.2% | +111.9% | -158.1% | -54.5% |
| 5Y | -70.7% | +111.4% | -182.1% | -75.4% |
| All | -26.5% | +752.7% | -779.2% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling