-46.2%
QXO vs PSLV
+165.9%
-212.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -7.8% | -3.5% | -4.3% | -7.4% |
| 30D | -18.1% | -2.1% | -15.9% | -17.9% |
| 3M | -25.8% | -1.6% | -24.1% | -25.7% |
| 6M | -41.7% | -25.5% | -16.2% | -40.6% |
| YTD | -36.2% | -11.4% | -24.8% | -32.4% |
| 1Y | -42.1% | +48.6% | -90.7% | -29.9% |
| 3Y | -46.2% | +166.9% | -213.0% | -24.5% |
| All | -46.2% | +165.9% | -212.0% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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