+111.9%
QQQ vs PCOR
-9.2%
+121.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.5% | +20.7% | -22.3% | -6.2% |
| 30D | -10.2% | +35.7% | -45.9% | -16.9% |
| 3M | -6.3% | +31.1% | -37.4% | -13.1% |
| 6M | -4.9% | +43.1% | -48.1% | -14.5% |
| YTD | +10.2% | +4.8% | +5.4% | +6.2% |
| 1Y | +8.8% | -3.7% | +12.4% | +7.3% |
| 3Y | +81.4% | +46.5% | +34.8% | +52.3% |
| 5Y | +78.5% | -17.3% | +95.8% | +56.2% |
| All | +111.9% | -9.2% | +121.1% | +85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling