+34.5%
QXO vs PFG
+251.1%
-216.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -7.8% | -0.4% | -7.4% | -7.7% |
| 30D | -18.1% | +2.9% | -21.0% | -18.9% |
| 3M | -25.8% | +6.7% | -32.5% | -27.6% |
| 6M | -41.7% | +33.8% | -75.5% | -47.1% |
| YTD | -36.2% | +35.0% | -71.1% | -42.2% |
| 1Y | -42.1% | +46.4% | -88.5% | -48.8% |
| 3Y | -46.2% | +71.7% | -117.8% | -55.2% |
| 5Y | -70.7% | +113.7% | -184.4% | -77.4% |
| All | +34.5% | +251.1% | -216.6% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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