+787.1%
PCAR vs QID
-100.0%
+887.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | +0.4% |
| 7D | +3.5% | +1.8% | +1.7% | +4.8% |
| 30D | -2.3% | +21.6% | -23.9% | +7.5% |
| 3M | -19.3% | +12.6% | -32.0% | -14.2% |
| 6M | -7.1% | +6.9% | -14.0% | -2.0% |
| YTD | -2.8% | -20.5% | +17.7% | -9.5% |
| 1Y | +9.3% | -18.1% | +27.4% | +3.5% |
| 3Y | +33.5% | -70.7% | +104.2% | -15.0% |
| 5Y | +112.6% | -77.2% | +189.9% | +38.7% |
| 10Y | +276.9% | -99.0% | +376.0% | -47.4% |
| All | +787.1% | -100.0% | +887.1% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling