-27.2%
QS vs PCOR
+43.8%
-71.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.3% |
| 7D | +5.4% | +22.7% | -17.3% | -3.3% |
| 30D | -5.3% | +37.5% | -42.8% | -17.0% |
| 3M | -22.6% | +35.2% | -57.8% | -32.3% |
| 6M | -46.2% | +42.2% | -88.4% | -54.5% |
| YTD | -58.9% | +3.6% | -62.5% | -60.2% |
| 1Y | -73.1% | -4.8% | -68.3% | -72.4% |
| 3Y | -27.2% | +48.3% | -75.6% | -54.7% |
| All | -27.2% | +43.8% | -71.0% | -54.7% |
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 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