-13.1%
PCOR vs QSR
+38.1%
-51.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +22.2% | +3.9% | +18.3% | +19.9% |
| 30D | +36.0% | +9.3% | +26.8% | +29.6% |
| 3M | +34.0% | +5.9% | +28.1% | +30.0% |
| 6M | +43.5% | -1.0% | +44.5% | +44.4% |
| YTD | +5.1% | +16.7% | -11.6% | -4.7% |
| 1Y | -3.9% | +18.6% | -22.5% | -14.0% |
| 3Y | +52.9% | +25.4% | +27.6% | +27.5% |
| 5Y | -18.7% | +59.0% | -77.7% | -48.4% |
| All | -13.1% | +38.1% | -51.2% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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