-34.1%
PCOR vs QID
-86.3%
+52.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.5% |
| 7D | -9.0% | -0.6% | -8.3% | -9.2% |
| 30D | +4.2% | 0.0% | +4.2% | +4.5% |
| 3M | +14.4% | +3.7% | +10.7% | +18.2% |
| 6M | +0.2% | -29.9% | +30.0% | -18.8% |
| YTD | -20.3% | -28.8% | +8.5% | -34.1% |
| 1Y | -16.1% | -37.2% | +21.0% | -35.4% |
| 3Y | -14.7% | -73.7% | +59.0% | -56.4% |
| 5Y | -43.2% | -80.7% | +37.6% | -67.1% |
| All | -34.1% | -86.3% | +52.3% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling