+45.6%
TQQQ vs PCOR
-14.6%
+60.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +1.5% | +8.7% | +9.1% |
| 7D | -3.2% | +22.2% | -25.4% | -17.9% |
| 30D | -29.2% | +36.0% | -65.2% | -44.9% |
| 3M | -22.5% | +34.0% | -56.5% | -40.3% |
| 6M | -24.2% | +43.5% | -67.7% | -47.1% |
| YTD | +9.9% | +5.1% | +4.7% | -6.5% |
| 1Y | +9.7% | -3.9% | +13.6% | +1.4% |
| 3Y | +211.3% | +52.9% | +158.3% | +76.9% |
| 5Y | +45.6% | -18.7% | +64.2% | +36.0% |
| All | +45.6% | -14.6% | +60.1% | +36.0% |
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