+359.1%
PCAR vs QID
-99.1%
+458.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.7% |
| 7D | 0.0% | -2.7% | +2.8% | -0.7% |
| 30D | -7.7% | +1.8% | -9.5% | -7.2% |
| 3M | +3.7% | -2.2% | +5.9% | +4.1% |
| 6M | +2.3% | -32.1% | +34.4% | -6.9% |
| YTD | +12.8% | -28.6% | +41.4% | +4.5% |
| 1Y | +27.8% | -36.3% | +64.1% | +15.1% |
| 3Y | +61.8% | -74.4% | +136.2% | +19.4% |
| 5Y | +168.2% | -80.8% | +249.0% | +101.0% |
| 10Y | +359.1% | -99.1% | +458.2% | +46.8% |
| All | +359.1% | -99.1% | +458.2% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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