+61.8%
PCAR vs QS
-19.7%
+81.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.3% |
| 3M | +3.7% | -27.0% | +30.7% | +5.4% |
| 6M | +2.3% | -16.4% | +18.7% | +2.8% |
| YTD | +12.8% | -46.4% | +59.2% | +16.0% |
| 1Y | +27.8% | -41.1% | +68.9% | +29.3% |
| 3Y | +61.8% | -18.6% | +80.4% | +55.6% |
| All | +61.8% | -19.7% | +81.5% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling