+133.5%
QLD vs PCOR
+44.3%
+89.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | 0.0% | -12.7% | -12.7% |
| 7D | -18.6% | +23.7% | -42.3% | -25.0% |
| 30D | -28.3% | +39.0% | -67.3% | -36.9% |
| 3M | -20.4% | +35.8% | -56.1% | -29.9% |
| 6M | -14.3% | +38.2% | -52.5% | -25.7% |
| YTD | +2.8% | +3.9% | -1.2% | +0.4% |
| 1Y | -1.2% | +5.7% | -6.9% | -5.2% |
| All | +133.5% | +44.3% | +89.2% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling