-69.6%
QXO vs PPL
+35.6%
-105.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.0% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -17.4% | -1.3% | -16.1% | -17.3% |
| 3M | -22.5% | -2.6% | -19.9% | -22.4% |
| 6M | -41.4% | -8.4% | -33.0% | -41.4% |
| YTD | -34.1% | +0.2% | -34.3% | -33.7% |
| 1Y | -40.8% | -0.2% | -40.6% | -40.4% |
| 3Y | -43.9% | +52.9% | -96.8% | -43.3% |
| 5Y | -69.6% | +36.8% | -106.4% | -69.2% |
| All | -69.6% | +35.6% | -105.1% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling