+34.5%
QXO vs PNR
+66.2%
-31.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -7.8% | -6.0% | -1.8% | -6.2% |
| 30D | -18.1% | -14.0% | -4.1% | -14.6% |
| 3M | -25.8% | -21.7% | -4.1% | -21.1% |
| 6M | -41.7% | -37.3% | -4.4% | -34.1% |
| YTD | -36.2% | -45.1% | +8.9% | -25.7% |
| 1Y | -42.1% | -49.1% | +7.0% | -31.3% |
| 3Y | -46.2% | -14.8% | -31.3% | -43.4% |
| 5Y | -70.7% | -21.0% | -49.7% | -68.9% |
| All | +34.5% | +66.2% | -31.7% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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