+9,127.5%
QLD vs PCAR
+948.1%
+8,179.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.5% |
| 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% | +12.6% |
| 1Y | +43.8% | +30.1% | +13.7% | +11.3% |
| 3Y | +176.6% | +66.7% | +109.9% | +66.3% |
| 5Y | +121.6% | +166.1% | -44.6% | -11.7% |
| 10Y | +1,652.9% | +353.7% | +1,299.2% | +333.2% |
| All | +9,127.5% | +948.1% | +8,179.4% | +758.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling