-35.3%
QXO vs PGR
-6.1%
-29.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -1.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.2% |
| 30D | -16.0% | +2.9% | -18.9% | -15.6% |
| 3M | -17.7% | +12.1% | -29.9% | -18.0% |
| 6M | -42.6% | +3.7% | -46.3% | -41.7% |
| YTD | -30.8% | +2.4% | -33.1% | -30.1% |
| 1Y | -35.3% | -6.4% | -29.0% | -38.2% |
| All | -35.3% | -6.1% | -29.2% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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