+77.5%
QQQ vs PCOR
-11.9%
+89.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +3.6% | +3.0% | +0.6% | +2.9% |
| 30D | -6.7% | +38.7% | -45.4% | -14.5% |
| 3M | -7.0% | +24.9% | -31.9% | -12.9% |
| 6M | -4.7% | +68.8% | -73.4% | -18.4% |
| YTD | +11.1% | +6.7% | +4.3% | +6.4% |
| 1Y | +12.3% | +3.0% | +9.3% | +8.7% |
| 3Y | +83.3% | +48.6% | +34.7% | +51.1% |
| All | +77.5% | -11.9% | +89.4% | +57.5% |
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 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