+62.6%
QLD vs PCAR
+108.5%
-46.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.6% | -11.2% | -11.5% |
| 7D | -18.6% | +2.2% | -20.7% | -19.8% |
| 30D | -28.3% | -4.4% | -23.9% | -26.0% |
| 3M | -20.4% | -21.4% | +1.0% | -4.4% |
| 6M | -14.3% | -7.3% | -6.9% | -10.2% |
| YTD | +2.8% | -3.8% | +6.5% | +3.4% |
| 1Y | -1.2% | +6.3% | -7.5% | -9.0% |
| 3Y | +135.3% | +34.4% | +100.9% | +60.2% |
| 5Y | +62.6% | +109.2% | -46.6% | -35.3% |
| All | +62.6% | +108.5% | -46.0% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling