+142.7%
QLD vs PCOR
-10.3%
+153.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | -10.3% | +22.7% | -33.0% | -19.4% |
| 30D | -26.1% | +37.5% | -63.5% | -37.3% |
| 3M | -17.8% | +35.2% | -52.9% | -30.6% |
| 6M | -15.6% | +42.2% | -57.8% | -32.1% |
| YTD | +5.4% | +3.6% | +1.8% | -3.0% |
| 1Y | +5.2% | -4.8% | +10.0% | +1.6% |
| 3Y | +139.4% | +48.3% | +91.1% | +69.4% |
| 5Y | +66.7% | -20.1% | +86.8% | +38.8% |
| All | +142.7% | -10.3% | +153.1% | +100.9% |
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