+136.7%
QLD vs PCOR
-10.0%
+146.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | 0.0% | -12.7% | -12.7% |
| 7D | -18.6% | +23.7% | -42.3% | -27.2% |
| 30D | -28.3% | +39.0% | -67.3% | -39.5% |
| 3M | -20.4% | +35.8% | -56.1% | -32.9% |
| 6M | -14.3% | +38.2% | -52.5% | -30.1% |
| YTD | +2.8% | +3.9% | -1.2% | -5.6% |
| 1Y | -1.2% | +5.7% | -6.9% | -10.8% |
| 3Y | +135.3% | +44.8% | +90.5% | +68.8% |
| 5Y | +62.6% | -19.8% | +82.3% | +35.1% |
| All | +136.7% | -10.0% | +146.7% | +95.6% |
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