-90.0%
QS vs PCOR
-12.9%
-77.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.4% | -7.5% | -7.6% |
| 7D | -5.6% | +2.2% | -7.8% | -6.9% |
| 30D | -5.8% | +37.4% | -43.3% | -23.8% |
| 3M | -39.2% | +33.2% | -72.4% | -50.7% |
| 6M | -53.9% | +60.6% | -114.5% | -67.9% |
| YTD | -62.8% | +6.2% | -68.9% | -67.5% |
| 1Y | -73.5% | -1.1% | -72.4% | -75.4% |
| 3Y | -29.1% | +48.4% | -77.5% | -57.8% |
| 5Y | -90.0% | -13.1% | -76.9% | -92.0% |
| All | -90.0% | -12.9% | -77.1% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling