-5.4%
QXO vs PH
+1,361.3%
-1,366.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -17.4% | -10.3% | -7.1% | -15.4% |
| 3M | -22.5% | +5.1% | -27.6% | -23.2% |
| 6M | -41.4% | +2.3% | -43.7% | -41.5% |
| YTD | -34.1% | +8.7% | -42.8% | -34.9% |
| 1Y | -40.8% | +26.8% | -67.6% | -43.0% |
| 3Y | -43.9% | +139.2% | -183.1% | -51.5% |
| 5Y | -69.6% | +251.1% | -320.7% | -75.7% |
| 10Y | +41.0% | +812.6% | -771.6% | -3.0% |
| All | -5.4% | +1,361.3% | -1,366.7% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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