+293.0%
PCAR vs QID
-99.0%
+392.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.8% | +10.5% | +1.8% |
| 7D | +2.9% | -0.8% | +3.7% | +3.0% |
| 30D | -2.1% | +20.1% | -22.2% | +3.5% |
| 3M | -20.4% | +11.8% | -32.2% | -17.3% |
| 6M | -7.0% | +5.5% | -12.5% | -3.9% |
| YTD | -2.6% | -21.5% | +18.9% | -6.9% |
| 1Y | +9.8% | -22.6% | +32.4% | +4.9% |
| 3Y | +37.3% | -72.3% | +109.6% | +3.7% |
| 5Y | +116.4% | -76.9% | +193.3% | +71.9% |
| 10Y | +293.0% | -99.0% | +392.0% | +39.8% |
| All | +293.0% | -99.0% | +392.0% | +39.8% |
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