+125.4%
QQQ vs PCOR
-33.1%
+158.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.7% |
| 7D | +1.5% | -6.9% | +8.4% | +3.3% |
| 30D | -0.6% | -1.5% | +0.9% | -0.5% |
| 3M | +0.4% | +18.5% | -18.1% | -4.6% |
| 6M | +20.1% | -4.7% | +24.7% | +19.1% |
| YTD | +17.2% | -22.8% | +40.0% | +22.5% |
| 1Y | +24.7% | -20.7% | +45.4% | +28.4% |
| 3Y | +96.2% | -14.6% | +110.7% | +89.5% |
| 5Y | +94.4% | -40.7% | +135.1% | +84.6% |
| All | +125.4% | -33.1% | +158.5% | +113.5% |
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