-85.1%
QS vs PCOR
-10.0%
-75.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | 0.0% | -7.2% | -7.2% |
| 7D | -2.1% | +23.7% | -25.8% | -14.6% |
| 30D | -11.6% | +39.0% | -50.6% | -28.2% |
| 3M | -25.5% | +35.8% | -61.3% | -39.5% |
| 6M | -43.4% | +38.2% | -81.6% | -56.0% |
| YTD | -60.6% | +3.9% | -64.5% | -64.8% |
| 1Y | -75.9% | +5.7% | -81.6% | -78.9% |
| 3Y | -32.5% | +44.8% | -77.3% | -56.9% |
| 5Y | -86.8% | -19.8% | -67.0% | -89.5% |
| All | -85.1% | -10.0% | -75.1% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling