+114.0%
PCAR vs QSR
+57.8%
+56.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.1% |
| 7D | +2.1% | -3.9% | +6.0% | +3.5% |
| 30D | -1.2% | +5.9% | -7.1% | -3.1% |
| 3M | -18.6% | +1.7% | -20.3% | -19.2% |
| 6M | -5.1% | -1.9% | -3.2% | -4.8% |
| YTD | -1.8% | +13.6% | -15.4% | -7.1% |
| 1Y | +10.6% | +13.1% | -2.5% | +4.8% |
| 3Y | +34.9% | +21.8% | +13.1% | +21.3% |
| 5Y | +114.0% | +57.2% | +56.8% | +64.5% |
| All | +114.0% | +57.8% | +56.2% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling