+154.8%
PCAR vs QS
-43.2%
+198.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -1.9% |
| 7D | 0.0% | +2.2% | -2.2% | -0.1% |
| 30D | -7.7% | -8.1% | +0.3% | -7.4% |
| 3M | +3.7% | -27.0% | +30.7% | +4.9% |
| 6M | +2.3% | -16.4% | +18.7% | +2.7% |
| YTD | +12.8% | -46.4% | +59.2% | +15.1% |
| 1Y | +27.8% | -41.1% | +68.9% | +29.0% |
| 3Y | +61.8% | -18.6% | +80.4% | +56.9% |
| 5Y | +168.2% | -73.0% | +241.2% | +161.9% |
| All | +154.8% | -43.2% | +198.1% | +158.6% |
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