-68.7%
QXO vs PL
+67.9%
-136.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | -7.8% | -9.2% | +1.4% | -6.6% |
| 30D | -18.1% | -32.9% | +14.8% | -13.9% |
| 3M | -25.8% | -51.9% | +26.1% | -19.1% |
| 6M | -41.7% | -35.3% | -6.4% | -40.1% |
| YTD | -36.2% | -16.6% | -19.6% | -37.0% |
| 1Y | -42.1% | +70.1% | -112.2% | -48.5% |
| 3Y | -46.2% | +479.2% | -525.4% | -64.2% |
| 5Y | -70.7% | +65.9% | -136.6% | -78.3% |
| All | -68.7% | +67.9% | -136.5% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling