+316.1%
PCAR vs QSR
+218.5%
+97.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.5% | +2.4% | -3.0% | -1.3% |
| 30D | -6.2% | +7.6% | -13.9% | -8.5% |
| 3M | +5.9% | +12.6% | -6.7% | +1.6% |
| 6M | +0.4% | +14.4% | -14.0% | -4.5% |
| YTD | +14.8% | +19.6% | -4.8% | +7.5% |
| 1Y | +30.1% | +33.9% | -3.8% | +17.2% |
| 3Y | +66.7% | +27.1% | +39.5% | +50.7% |
| 5Y | +166.1% | +48.5% | +117.6% | +126.4% |
| 10Y | +353.7% | +126.2% | +227.5% | +215.4% |
| All | +316.1% | +218.5% | +97.6% | +161.4% |
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