-70.8%
QXO vs PSKY
-70.1%
-0.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | -0.1% |
| 7D | -7.8% | -2.4% | -5.4% | -7.5% |
| 30D | -18.1% | +11.6% | -29.7% | -19.2% |
| 3M | -25.8% | +1.5% | -27.3% | -26.0% |
| 6M | -41.7% | +7.7% | -49.4% | -42.4% |
| YTD | -36.2% | -20.1% | -16.1% | -35.0% |
| 1Y | -42.1% | -38.3% | -3.8% | -39.5% |
| 3Y | -46.2% | -17.7% | -28.4% | -47.3% |
| All | -70.8% | -70.1% | -0.7% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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