+119.9%
PCAR vs QS
-53.6%
+173.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.1% | +3.4% |
| 7D | +2.9% | +13.7% | -10.8% | +2.3% |
| 30D | -2.1% | -0.2% | -1.9% | -2.2% |
| 3M | -20.4% | -24.8% | +4.5% | -19.5% |
| 6M | -7.0% | -39.4% | +32.4% | -5.4% |
| YTD | -2.6% | -56.1% | +53.5% | +0.1% |
| 1Y | +9.8% | -72.5% | +82.3% | +14.8% |
| 3Y | +37.3% | -16.3% | +53.6% | +33.1% |
| 5Y | +116.4% | -87.6% | +204.0% | +114.0% |
| All | +119.9% | -53.6% | +173.5% | +124.9% |
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