-67.4%
QXO vs PL
+41.8%
-109.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.1% | -4.2% | -6.8% |
| 7D | +10.1% | +22.3% | -12.2% | +7.3% |
| 30D | +16.2% | -8.3% | +24.6% | +17.4% |
| 3M | -14.8% | -43.3% | +28.5% | -8.6% |
| 6M | -27.8% | -65.8% | +38.0% | -18.5% |
| YTD | -33.6% | -29.5% | -4.1% | -33.1% |
| 1Y | -31.8% | +11.7% | -43.6% | -35.9% |
| 3Y | -46.8% | +540.6% | -587.3% | -65.2% |
| 5Y | -63.6% | +32.9% | -96.5% | -72.4% |
| All | -67.4% | +41.8% | -109.2% | -75.1% |
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