+106.6%
PCAR vs QS
-86.5%
+193.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.5% | -2.7% |
| 7D | +0.1% | +5.4% | -5.4% | -0.4% |
| 30D | -4.6% | -5.3% | +0.7% | -4.3% |
| 3M | -22.6% | -22.6% | 0.0% | -21.3% |
| 6M | -12.0% | -46.2% | +34.2% | -8.6% |
| YTD | -6.1% | -58.9% | +52.8% | -1.0% |
| 1Y | +6.3% | -73.1% | +79.4% | +15.3% |
| 3Y | +31.8% | -27.2% | +59.0% | +23.5% |
| All | +106.6% | -86.5% | +193.1% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling