-84.7%
QS vs PCOR
-7.7%
-77.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.0% | -6.4% |
| 7D | -5.0% | +2.5% | -7.5% | -6.4% |
| 30D | -1.4% | +37.9% | -39.3% | -19.5% |
| 3M | -33.6% | +32.0% | -65.6% | -45.2% |
| 6M | -47.6% | +54.7% | -102.3% | -61.8% |
| YTD | -59.6% | +6.6% | -66.2% | -64.5% |
| 1Y | -73.5% | -1.7% | -71.9% | -75.2% |
| 3Y | -23.0% | +49.0% | -72.0% | -51.6% |
| 5Y | -89.4% | -12.5% | -76.9% | -91.8% |
| All | -84.7% | -7.7% | -77.0% | -88.2% |
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 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