-70.8%
QXO vs PFG
+111.0%
-181.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -7.8% | -0.4% | -7.4% | -7.6% |
| 30D | -18.1% | +2.9% | -21.0% | -19.2% |
| 3M | -25.8% | +6.7% | -32.5% | -28.4% |
| 6M | -41.7% | +33.8% | -75.5% | -49.6% |
| YTD | -36.2% | +35.0% | -71.1% | -45.0% |
| 1Y | -42.1% | +46.4% | -88.5% | -51.8% |
| 3Y | -46.2% | +71.7% | -117.8% | -59.3% |
| All | -70.8% | +111.0% | -181.8% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling