+8.1%
PCAR vs Q
+74.5%
-66.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.1% |
| 7D | +2.1% | +11.5% | -9.4% | 0.0% |
| 30D | -1.2% | -0.2% | -1.0% | -1.4% |
| 3M | -18.6% | -13.6% | -5.0% | -16.4% |
| 6M | -5.1% | -27.0% | +22.0% | +0.5% |
| YTD | -1.8% | +50.5% | -52.3% | -10.6% |
| 1Y | +10.6% | +33.8% | -23.1% | +1.3% |
| All | +8.1% | +74.5% | -66.3% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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