+125.6%
QQQ vs PCOR
-30.9%
+156.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.4% | +1.2% |
| 7D | +0.4% | -9.0% | +9.3% | +2.6% |
| 30D | +0.2% | +4.2% | -3.9% | -1.0% |
| 3M | -2.8% | +14.4% | -17.2% | -6.8% |
| 6M | +18.0% | +0.2% | +17.8% | +15.6% |
| YTD | +17.3% | -20.3% | +37.6% | +21.6% |
| 1Y | +25.6% | -16.1% | +41.7% | +27.4% |
| 3Y | +93.7% | -14.7% | +108.4% | +87.6% |
| 5Y | +94.2% | -43.2% | +137.3% | +83.4% |
| All | +125.6% | -30.9% | +156.5% | +112.1% |
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