-8.4%
QXO vs PSLV
+58.2%
-66.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -7.8% | -3.5% | -4.3% | -7.0% |
| 30D | -18.1% | -2.1% | -15.9% | -17.7% |
| 3M | -25.8% | -1.6% | -24.1% | -25.7% |
| 6M | -41.7% | -25.5% | -16.2% | -37.6% |
| YTD | -36.2% | -11.4% | -24.8% | -36.0% |
| 1Y | -42.1% | +48.6% | -90.7% | -49.4% |
| 3Y | -46.2% | +166.9% | -213.0% | -61.2% |
| 5Y | -70.7% | +152.4% | -223.1% | -78.7% |
| 10Y | +36.5% | +187.8% | -151.2% | -8.3% |
| All | -8.4% | +58.2% | -66.6% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling