+7,256.1%
QLD vs PCAR
+778.3%
+6,477.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.6% | -11.2% | -11.4% |
| 7D | -18.6% | +2.2% | -20.7% | -20.0% |
| 30D | -28.3% | -4.4% | -23.9% | -25.7% |
| 3M | -20.4% | -21.4% | +1.0% | -2.7% |
| 6M | -14.3% | -7.3% | -6.9% | -9.7% |
| YTD | +2.8% | -3.8% | +6.5% | +3.9% |
| 1Y | -1.2% | +6.3% | -7.5% | -9.0% |
| 3Y | +135.3% | +34.4% | +100.9% | +69.6% |
| 5Y | +62.6% | +109.2% | -46.6% | -20.4% |
| 10Y | +1,384.3% | +312.9% | +1,071.4% | +295.1% |
| All | +7,256.1% | +778.3% | +6,477.8% | +692.0% |
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