+125.6%
QQQM vs PCOR
-35.6%
+161.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.4% | +0.6% |
| 7D | +1.0% | -9.0% | +10.0% | +3.3% |
| 30D | -0.6% | -7.0% | +6.3% | +0.8% |
| 3M | +1.3% | +18.3% | -17.0% | -3.8% |
| 6M | +18.2% | -7.8% | +26.0% | +18.2% |
| YTD | +16.9% | -25.6% | +42.5% | +23.2% |
| 1Y | +24.0% | -22.7% | +46.7% | +28.4% |
| 3Y | +96.0% | -17.7% | +113.7% | +91.1% |
| 5Y | +95.2% | -42.0% | +137.2% | +86.8% |
| All | +125.6% | -35.6% | +161.2% | +115.7% |
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