+196.9%
QLD vs PCOR
-30.9%
+227.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +2.4% |
| 7D | +0.6% | -9.0% | +9.5% | +5.2% |
| 30D | -0.1% | +4.2% | -4.3% | -2.7% |
| 3M | -8.4% | +14.4% | -22.8% | -16.1% |
| 6M | +32.2% | +0.2% | +32.0% | +25.8% |
| YTD | +28.9% | -20.3% | +49.2% | +37.0% |
| 1Y | +43.8% | -16.1% | +60.0% | +46.4% |
| 3Y | +176.6% | -14.7% | +191.3% | +163.5% |
| 5Y | +121.6% | -43.2% | +164.7% | +113.8% |
| All | +196.9% | -30.9% | +227.9% | +183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling