+5.2%
QLD vs PCOR
-2.3%
+7.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | -10.3% | +22.7% | -33.0% | -12.0% |
| 30D | -26.1% | +37.5% | -63.5% | -28.2% |
| 3M | -17.8% | +35.2% | -52.9% | -20.1% |
| 6M | -15.6% | +42.2% | -57.8% | -16.9% |
| YTD | +5.4% | +3.6% | +1.8% | +17.3% |
| 1Y | +5.2% | -4.8% | +10.0% | +24.8% |
| All | +5.2% | -2.3% | +7.5% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling