-84.4%
QS vs PCOR
-10.3%
-74.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.4% |
| 7D | +5.4% | +22.7% | -17.3% | -7.6% |
| 30D | -5.3% | +37.5% | -42.8% | -22.5% |
| 3M | -22.6% | +35.2% | -57.8% | -37.0% |
| 6M | -46.2% | +42.2% | -88.4% | -58.8% |
| YTD | -58.9% | +3.6% | -62.5% | -63.3% |
| 1Y | -73.1% | -4.8% | -68.3% | -74.3% |
| 3Y | -27.2% | +48.3% | -75.6% | -54.4% |
| 5Y | -86.2% | -20.1% | -66.1% | -89.0% |
| All | -84.4% | -10.3% | -74.1% | -87.8% |
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