+257.1%
PCAR vs QSR
+202.3%
+54.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +4.9% | -2.9% | +7.9% | +5.9% |
| 30D | -1.4% | +4.1% | -5.6% | -2.7% |
| 3M | -18.1% | -0.7% | -17.5% | -18.0% |
| 6M | -4.0% | +0.4% | -4.5% | -4.5% |
| YTD | -1.5% | +13.5% | -15.0% | -6.3% |
| 1Y | +13.2% | +11.0% | +2.2% | +8.5% |
| 3Y | +35.8% | +22.0% | +13.8% | +24.5% |
| 5Y | +114.6% | +57.1% | +57.6% | +79.4% |
| 10Y | +289.6% | +138.3% | +151.3% | +167.0% |
| All | +257.1% | +202.3% | +54.8% | +128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling