-14.4%
PCOR vs QID
-83.9%
+69.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | -1.8% |
| 7D | +22.7% | +9.4% | +13.3% | +29.7% |
| 30D | +37.5% | +31.2% | +6.2% | +62.0% |
| 3M | +35.2% | +17.4% | +17.8% | +49.9% |
| 6M | +42.2% | +8.4% | +33.8% | +51.1% |
| YTD | +3.6% | -15.8% | +19.3% | -5.0% |
| 1Y | -4.8% | -16.3% | +11.6% | -12.5% |
| 3Y | +48.3% | -70.4% | +118.7% | -19.2% |
| 5Y | -20.1% | -74.8% | +54.7% | -44.6% |
| All | -14.4% | -83.9% | +69.5% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling