-86.6%
QS vs PCOR
-7.6%
-79.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.5% | -5.7% | -5.5% |
| 7D | -14.0% | +3.0% | -17.1% | -15.6% |
| 30D | -6.4% | +38.7% | -45.0% | -23.8% |
| 3M | -40.3% | +24.9% | -65.1% | -48.8% |
| 6M | -57.5% | +68.8% | -126.3% | -70.6% |
| YTD | -64.7% | +6.7% | -71.4% | -69.0% |
| 1Y | -72.9% | +3.0% | -75.9% | -75.5% |
| 3Y | -33.5% | +48.6% | -82.1% | -58.1% |
| 5Y | -90.5% | -12.7% | -77.8% | -92.7% |
| All | -86.6% | -7.6% | -79.0% | -89.7% |
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