+34.3%
QXO vs PR
+87.0%
-52.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.3% |
| 7D | -8.7% | -0.2% | -8.5% | -8.7% |
| 30D | -21.0% | +10.4% | -31.4% | -21.6% |
| 3M | -18.4% | +21.1% | -39.5% | -19.8% |
| 6M | -43.0% | +28.8% | -71.8% | -44.4% |
| YTD | -36.3% | +71.8% | -108.1% | -39.3% |
| 1Y | -42.8% | +73.3% | -116.1% | -45.6% |
| 3Y | -45.8% | +85.9% | -131.6% | -49.1% |
| 5Y | -70.8% | +421.8% | -492.5% | -75.2% |
| All | +34.3% | +87.0% | -52.8% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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