+121.0%
QLD vs PCAR
+168.1%
-47.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.0% |
| 3M | -8.4% | +5.9% | -14.3% | -12.7% |
| 6M | +32.2% | +0.4% | +31.8% | +30.7% |
| YTD | +28.9% | +14.8% | +14.1% | +13.6% |
| 1Y | +43.8% | +30.1% | +13.7% | +13.1% |
| 3Y | +176.6% | +66.7% | +109.9% | +60.2% |
| All | +121.0% | +168.1% | -47.0% | -24.8% |
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