-1.2%
QLD vs PCAR
+10.0%
-11.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.6% | -11.2% | -11.9% |
| 7D | -18.6% | +2.2% | -20.7% | -19.3% |
| 30D | -28.3% | -4.4% | -23.9% | -26.8% |
| 3M | -20.4% | -21.4% | +1.0% | -9.5% |
| 6M | -14.3% | -7.3% | -6.9% | -11.4% |
| YTD | +2.8% | -3.8% | +6.5% | +4.3% |
| 1Y | -1.2% | +6.3% | -7.5% | -2.7% |
| All | -1.2% | +10.0% | -11.2% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling