+58.8%
QQQI vs PCOR
-20.2%
+78.9%
-20.0%
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% | +0.9% |
| 7D | +0.4% | -9.0% | +9.4% | +1.9% |
| 30D | +1.0% | +4.2% | -3.2% | +0.1% |
| 3M | -1.2% | +14.4% | -15.6% | -3.6% |
| 6M | +11.6% | +0.2% | +11.4% | +10.7% |
| YTD | +11.7% | -20.3% | +31.9% | +16.4% |
| 1Y | +18.7% | -16.1% | +34.8% | +21.4% |
| All | +58.8% | -20.2% | +78.9% | +58.2% |
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 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