-69.6%
QXO vs PENG
+116.9%
-186.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -3.9% | +7.3% | -11.1% | -5.3% |
| 30D | -17.4% | -7.5% | -9.9% | -16.3% |
| 3M | -22.5% | -17.2% | -5.3% | -21.7% |
| 6M | -41.4% | +176.7% | -218.1% | -56.6% |
| YTD | -34.1% | +161.0% | -195.2% | -50.6% |
| 1Y | -40.8% | +108.8% | -149.7% | -53.8% |
| 3Y | -43.9% | +109.8% | -153.7% | -60.4% |
| 5Y | -69.6% | +111.7% | -181.3% | -76.2% |
| All | -69.6% | +116.9% | -186.5% | -76.2% |
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