-41.4%
PCOR vs QSR
+49.2%
-90.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.1% | -4.2% |
| 7D | -9.0% | +2.4% | -11.4% | -10.2% |
| 30D | +4.2% | +7.6% | -3.5% | -0.4% |
| 3M | +14.4% | +12.6% | +1.8% | +6.4% |
| 6M | +0.2% | +14.4% | -14.2% | -8.4% |
| YTD | -20.3% | +19.6% | -39.9% | -29.3% |
| 1Y | -16.1% | +33.9% | -50.0% | -31.0% |
| 3Y | -14.7% | +27.1% | -41.8% | -30.8% |
| All | -41.4% | +49.2% | -90.6% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling