-25.0%
QXO vs PFGC
+12.5%
-37.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +13.5% | -5.4% | +0.1% |
| 7D | +16.6% | +13.9% | +2.7% | +7.7% |
| 30D | +6.6% | +18.4% | -11.8% | -3.4% |
| 3M | -17.5% | -2.5% | -14.9% | -17.1% |
| 6M | -33.8% | +26.0% | -59.8% | -42.7% |
| YTD | -34.4% | +21.9% | -56.2% | -44.1% |
| 1Y | -25.0% | +13.4% | -38.3% | -32.4% |
| All | -25.0% | +12.5% | -37.4% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling