+121.9%
PCAR vs QS
-60.6%
+182.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.8% | +6.2% | -1.3% |
| 7D | +2.1% | -5.6% | +7.7% | +2.3% |
| 30D | -1.2% | -5.8% | +4.6% | -1.0% |
| 3M | -18.6% | -39.2% | +20.6% | -16.9% |
| 6M | -5.1% | -53.9% | +48.8% | -2.3% |
| YTD | -1.8% | -62.8% | +61.0% | +1.7% |
| 1Y | +10.6% | -73.5% | +84.1% | +16.0% |
| 3Y | +34.9% | -29.1% | +64.0% | +31.8% |
| 5Y | +114.0% | -90.0% | +204.0% | +113.2% |
| All | +121.9% | -60.6% | +182.5% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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