+163.9%
PCAR vs QSR
+43.4%
+120.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -0.2% | -2.4% | +2.2% | +0.6% |
| 30D | -6.9% | +5.7% | -12.6% | -8.6% |
| 3M | +2.1% | +6.9% | -4.8% | -0.4% |
| 6M | +1.6% | +6.9% | -5.3% | -1.4% |
| YTD | +12.2% | +14.9% | -2.7% | +5.8% |
| 1Y | +28.0% | +29.1% | -1.1% | +15.5% |
| 3Y | +61.0% | +26.1% | +34.9% | +42.9% |
| 5Y | +163.9% | +42.3% | +121.6% | +115.1% |
| All | +163.9% | +43.4% | +120.5% | +115.1% |
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