+34.5%
QXO vs PPG
+26.9%
+7.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -7.8% | -6.2% | -1.5% | -6.0% |
| 30D | -18.1% | -7.9% | -10.2% | -16.0% |
| 3M | -25.8% | -10.2% | -15.5% | -23.0% |
| 6M | -41.7% | +2.7% | -44.4% | -41.3% |
| YTD | -36.2% | +4.9% | -41.1% | -35.9% |
| 1Y | -42.1% | -3.2% | -38.9% | -40.9% |
| 3Y | -46.2% | -17.0% | -29.2% | -44.1% |
| 5Y | -70.7% | -23.3% | -47.4% | -69.8% |
| All | +34.5% | +26.9% | +7.6% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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