-21.7%
QS vs PCOR
-14.4%
-7.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.8% | +2.1% |
| 7D | -2.3% | -9.0% | +6.6% | +1.1% |
| 30D | -0.7% | +4.2% | -4.9% | -2.7% |
| 3M | -39.6% | +14.4% | -54.1% | -43.1% |
| 6M | -21.7% | +0.2% | -21.9% | -24.0% |
| YTD | -47.4% | -20.3% | -27.2% | -43.5% |
| 1Y | -28.4% | -16.1% | -12.2% | -25.1% |
| All | -21.7% | -14.4% | -7.3% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling