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  • QXO vs PFGC✓SelectedUSD · PFGCQXO vs PFGC performance historyLatest closeAs of+0.16%09/11
Stock and ETF performance explorer

QXO vs PFGC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-24.9%
PFGC return
+394.4%
Excess return
-419.3%
Maximum drawdown
-95.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPFGCExcessAlpha
1D+0.2%-0.4%+0.6%+0.2%
7D-7.8%-4.8%-3.0%-7.1%
30D-18.1%-12.5%-5.6%-16.3%
3M-25.8%-9.7%-16.0%-24.6%
6M-41.7%+7.0%-48.7%-42.3%
YTD-36.2%+4.5%-40.7%-36.7%
1Y-42.1%-11.6%-30.5%-41.1%
3Y-46.2%+58.5%-104.6%-50.7%
5Y-70.7%+112.6%-183.3%-74.7%
10Y+36.5%+291.1%-254.6%+23.4%
All-24.9%+394.4%-419.3%-19.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling