-69.8%
QXO vs PENG
+65.6%
-135.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.7% | -9.0% | -7.6% |
| 7D | +10.1% | +34.6% | -24.6% | +3.7% |
| 30D | +16.2% | -35.9% | +52.2% | +24.8% |
| 3M | -14.8% | -14.7% | -0.1% | -14.9% |
| 6M | -27.8% | +13.5% | -41.3% | -35.5% |
| YTD | -33.6% | +156.1% | -189.7% | -52.2% |
| 1Y | -31.8% | +141.3% | -173.2% | -50.3% |
| 3Y | -46.8% | +223.4% | -270.2% | -65.9% |
| All | -69.8% | +65.6% | -135.4% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling