+86.7%
QLD vs PCOR
-21.0%
+107.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +19.7% | -17.8% | -7.8% |
| 7D | -9.4% | +21.8% | -31.2% | -18.8% |
| 30D | -17.1% | +39.5% | -56.6% | -30.8% |
| 3M | -10.4% | +35.2% | -45.7% | -25.0% |
| 6M | +0.7% | +21.7% | -21.0% | -13.4% |
| YTD | +17.7% | +3.9% | +13.8% | +7.9% |
| 1Y | +14.7% | +6.9% | +7.7% | +2.3% |
| 3Y | +169.6% | +44.8% | +124.9% | +87.5% |
| 5Y | +86.7% | -21.9% | +108.6% | +66.3% |
| All | +86.7% | -21.0% | +107.6% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling