-24.8%
QXO vs PENG
+689.3%
-714.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.8% | -1.0% |
| 7D | +9.0% | +13.2% | -4.2% | +7.4% |
| 30D | +22.0% | -29.9% | +51.9% | +25.9% |
| 3M | -15.4% | -22.2% | +6.9% | -14.3% |
| 6M | -26.0% | -1.9% | -24.1% | -28.6% |
| YTD | -34.7% | +142.1% | -176.8% | -44.2% |
| 1Y | -28.0% | +151.5% | -179.5% | -38.7% |
| 3Y | -47.0% | +206.9% | -254.0% | -56.4% |
| 5Y | -64.2% | +58.2% | -122.4% | -70.0% |
| All | -24.8% | +689.3% | -714.1% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling