+1,631.1%
QLD vs PCAR
+355.9%
+1,275.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | +0.6% | -0.5% | +1.1% | +1.0% |
| 30D | -0.1% | -6.2% | +6.1% | +5.4% |
| 3M | -8.4% | +5.9% | -14.3% | -13.1% |
| 6M | +32.2% | +0.4% | +31.8% | +30.5% |
| YTD | +28.9% | +14.8% | +14.1% | +12.7% |
| 1Y | +43.8% | +30.1% | +13.7% | +11.4% |
| 3Y | +176.6% | +66.7% | +109.9% | +63.1% |
| 5Y | +121.6% | +166.1% | -44.6% | -16.1% |
| All | +1,631.1% | +355.9% | +1,275.2% | +319.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling