+159.4%
PCAR vs QS
-44.4%
+203.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -0.5% | -2.3% | +1.8% | -0.4% |
| 30D | -6.2% | -0.7% | -5.5% | -6.2% |
| 3M | +5.9% | -39.6% | +45.5% | +7.9% |
| 6M | +0.4% | -21.7% | +22.1% | +1.0% |
| YTD | +14.8% | -47.4% | +62.2% | +17.2% |
| 1Y | +30.1% | -28.4% | +58.5% | +30.3% |
| 3Y | +66.7% | -22.6% | +89.2% | +61.9% |
| 5Y | +166.1% | -75.6% | +241.7% | +160.2% |
| All | +159.4% | -44.4% | +203.8% | +163.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling