-83.8%
QS vs PCOR
-9.2%
-74.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.5% |
| 7D | +8.0% | +20.7% | -12.7% | -4.3% |
| 30D | -2.8% | +35.7% | -38.5% | -19.8% |
| 3M | -28.1% | +31.1% | -59.2% | -40.4% |
| 6M | -41.0% | +43.1% | -84.1% | -55.0% |
| YTD | -57.3% | +4.8% | -62.1% | -62.1% |
| 1Y | -72.7% | -3.7% | -69.0% | -74.1% |
| 3Y | -18.6% | +46.5% | -65.2% | -48.3% |
| 5Y | -87.0% | -17.3% | -69.7% | -89.8% |
| All | -83.8% | -9.2% | -74.6% | -87.4% |
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 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