-14.4%
PCOR vs QSR
+38.4%
-52.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.3% |
| 7D | +22.7% | +7.3% | +15.4% | +18.2% |
| 30D | +37.5% | +11.9% | +25.6% | +29.2% |
| 3M | +35.2% | +7.5% | +27.7% | +30.1% |
| 6M | +42.2% | +2.5% | +39.8% | +40.3% |
| YTD | +3.6% | +17.0% | -13.4% | -6.2% |
| 1Y | -4.8% | +18.1% | -22.9% | -14.5% |
| 3Y | +48.3% | +28.6% | +19.7% | +21.3% |
| 5Y | -20.1% | +55.8% | -75.8% | -49.1% |
| All | -14.4% | +38.4% | -52.8% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling