-20.3%
QXO vs PENG
+762.7%
-783.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.3% | -1.6% |
| 7D | -1.3% | +4.5% | -5.8% | -1.8% |
| 30D | -16.0% | -7.1% | -8.9% | -15.4% |
| 3M | -17.7% | -27.3% | +9.5% | -16.0% |
| 6M | -42.6% | +169.6% | -212.2% | -50.8% |
| YTD | -30.8% | +164.6% | -195.4% | -40.5% |
| 1Y | -35.3% | +109.5% | -144.8% | -43.1% |
| 3Y | -46.3% | +98.9% | -145.2% | -54.5% |
| 5Y | -69.2% | +116.3% | -185.4% | -74.2% |
| All | -20.3% | +762.7% | -783.0% | -9.7% |
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