+9.6%
QXO vs PPL
+67.2%
-57.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | +9.0% | -0.4% | +9.4% | +9.1% |
| 30D | +22.0% | +2.6% | +19.3% | +21.3% |
| 3M | -15.4% | +0.8% | -16.2% | -15.5% |
| 6M | -26.0% | +1.4% | -27.4% | -26.2% |
| YTD | -34.7% | +4.3% | -39.0% | -35.3% |
| 1Y | -28.0% | +0.8% | -28.7% | -28.1% |
| 3Y | -47.0% | +57.9% | -104.9% | -53.5% |
| 5Y | -64.2% | +48.3% | -112.5% | -68.4% |
| All | +9.6% | +67.2% | -57.6% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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