+5.9%
PCAR vs Q
+56.5%
-50.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.4% | +5.8% | -0.2% |
| 7D | +2.2% | -10.3% | +12.4% | +4.2% |
| 30D | -4.4% | -17.7% | +13.2% | -0.9% |
| 3M | -21.4% | -18.8% | -2.6% | -18.5% |
| 6M | -7.3% | -24.8% | +17.5% | -3.2% |
| YTD | -3.8% | +35.0% | -38.8% | -10.6% |
| 1Y | +6.3% | +10.7% | -4.4% | +0.1% |
| All | +5.9% | +56.5% | -50.6% | -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 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