+171.2%
QLD vs PCOR
-10.0%
+181.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +19.7% | -17.8% | -7.4% |
| 7D | -9.4% | +21.8% | -31.2% | -18.4% |
| 30D | -17.1% | +39.5% | -56.6% | -30.2% |
| 3M | -10.4% | +35.2% | -45.7% | -24.4% |
| 6M | +0.7% | +21.7% | -21.0% | -12.8% |
| YTD | +17.7% | +3.9% | +13.8% | +8.2% |
| 1Y | +14.7% | +6.9% | +7.7% | +2.8% |
| 3Y | +169.6% | +44.8% | +124.9% | +93.5% |
| 5Y | +86.7% | -21.9% | +108.6% | +56.0% |
| All | +171.2% | -10.0% | +181.2% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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