-44.4%
QXO vs PR
+84.2%
-128.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -3.9% | -4.1% |
| 7D | -3.9% | -0.8% | -3.0% | -3.9% |
| 30D | -17.4% | +11.3% | -28.6% | -17.1% |
| 3M | -22.5% | +24.1% | -46.6% | -22.2% |
| 6M | -41.4% | +25.4% | -66.8% | -41.5% |
| YTD | -34.1% | +71.2% | -105.3% | -35.8% |
| 1Y | -40.8% | +78.6% | -119.4% | -42.7% |
| All | -44.4% | +84.2% | -128.6% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling