+3.4%
PCAR vs Q
+66.4%
-63.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.3% | -8.7% | -3.6% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | -4.6% | -9.8% | +5.2% | -2.8% |
| 3M | -22.6% | -12.2% | -10.4% | -20.9% |
| 6M | -12.0% | -21.6% | +9.6% | -8.7% |
| YTD | -6.1% | +43.6% | -49.6% | -13.8% |
| 1Y | +6.3% | +25.7% | -19.4% | -1.6% |
| All | +3.4% | +66.4% | -63.0% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling