+58.2%
QQQI vs PCOR
-25.5%
+83.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.3% |
| 7D | +0.8% | -9.0% | +9.8% | +2.3% |
| 30D | +0.2% | -7.0% | +7.1% | +1.1% |
| 3M | +2.3% | +18.3% | -16.0% | -0.9% |
| 6M | +11.6% | -7.8% | +19.4% | +12.3% |
| YTD | +11.3% | -25.6% | +36.9% | +17.3% |
| 1Y | +17.4% | -22.7% | +40.1% | +21.8% |
| All | +58.2% | -25.5% | +83.7% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling