+206.2%
TQQQ vs PCOR
-35.6%
+241.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +1.8% |
| 7D | +2.8% | -9.0% | +11.8% | +9.9% |
| 30D | -3.0% | -7.0% | +3.9% | +1.2% |
| 3M | -2.7% | +18.3% | -21.1% | -17.9% |
| 6M | +45.4% | -7.8% | +53.2% | +41.7% |
| YTD | +36.3% | -25.6% | +61.8% | +54.1% |
| 1Y | +53.4% | -22.7% | +76.1% | +64.6% |
| 3Y | +265.6% | -17.7% | +283.2% | +255.6% |
| 5Y | +101.7% | -42.0% | +143.7% | +122.8% |
| All | +206.2% | -35.6% | +241.8% | +236.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling