+78.6%
QQQM vs PCOR
-17.1%
+95.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.5% | +20.7% | -22.3% | -6.4% |
| 30D | -10.2% | +35.7% | -45.9% | -17.2% |
| 3M | -6.3% | +31.1% | -37.3% | -13.3% |
| 6M | -4.9% | +43.1% | -48.0% | -14.8% |
| YTD | +10.3% | +4.8% | +5.4% | +6.2% |
| 1Y | +8.8% | -3.7% | +12.5% | +7.4% |
| 3Y | +81.8% | +46.5% | +35.2% | +50.5% |
| All | +78.6% | -17.1% | +95.7% | +60.2% |
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 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