+34.5%
QXO vs PPL
+57.2%
-22.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -7.8% | -2.1% | -5.7% | -7.3% |
| 30D | -18.1% | -3.1% | -15.0% | -17.5% |
| 3M | -25.8% | -3.1% | -22.7% | -25.2% |
| 6M | -41.7% | -8.0% | -33.7% | -40.6% |
| YTD | -36.2% | -0.3% | -35.8% | -36.1% |
| 1Y | -42.1% | -2.2% | -39.9% | -41.8% |
| 3Y | -46.2% | +50.4% | -96.5% | -52.4% |
| 5Y | -70.7% | +36.9% | -107.6% | -73.7% |
| All | +34.5% | +57.2% | -22.7% | +15.8% |
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