-11.9%
PCOR vs QID
-85.5%
+73.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | -1.0% |
| 7D | +2.5% | -1.1% | +3.7% | +2.3% |
| 30D | +37.9% | +14.4% | +23.5% | +50.4% |
| 3M | +32.0% | +6.7% | +25.3% | +38.7% |
| 6M | +54.7% | +2.6% | +52.1% | +60.1% |
| YTD | +6.6% | -24.2% | +30.8% | -7.8% |
| 1Y | -1.7% | -22.3% | +20.6% | -13.1% |
| 3Y | +49.0% | -72.0% | +121.0% | -21.1% |
| 5Y | -12.5% | -78.2% | +65.6% | -44.3% |
| All | -11.9% | -85.5% | +73.6% | -48.5% |
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