+58.6%
QXO vs PR
+169.5%
-110.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | -1.3% | +2.9% | -4.2% | -1.5% |
| 30D | -16.0% | +18.0% | -34.1% | -17.1% |
| 3M | -17.7% | +16.9% | -34.6% | -19.0% |
| 6M | -42.6% | +28.2% | -70.8% | -44.0% |
| YTD | -30.8% | +69.3% | -100.1% | -34.0% |
| 1Y | -35.3% | +69.5% | -104.8% | -38.4% |
| 3Y | -46.3% | +81.7% | -128.0% | -49.5% |
| 5Y | -69.2% | +422.2% | -491.4% | -73.9% |
| 10Y | +62.1% | +110.4% | -48.2% | +7.4% |
| All | +58.6% | +169.5% | -110.9% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling