+61.8%
PCAR vs QSR
+28.6%
+33.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.1% |
| 7D | 0.0% | +0.1% | 0.0% | 0.0% |
| 30D | -7.7% | +5.9% | -13.7% | -9.1% |
| 3M | +3.7% | +10.5% | -6.8% | +0.8% |
| 6M | +2.3% | +7.7% | -5.4% | -0.3% |
| YTD | +12.8% | +16.8% | -4.0% | +7.0% |
| 1Y | +27.8% | +30.9% | -3.1% | +17.0% |
| 3Y | +61.8% | +28.2% | +33.6% | +45.5% |
| All | +61.8% | +28.6% | +33.1% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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