+8,329.0%
QLD vs PCAR
+792.3%
+7,536.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.2% | -1.6% |
| 7D | -9.4% | +3.7% | -13.0% | -12.2% |
| 30D | -17.1% | -2.9% | -14.1% | -15.4% |
| 3M | -10.4% | -21.7% | +11.3% | +9.7% |
| 6M | +0.7% | -6.6% | +7.4% | +5.3% |
| YTD | +17.7% | -2.2% | +20.0% | +17.2% |
| 1Y | +14.7% | +12.2% | +2.4% | +0.5% |
| 3Y | +169.6% | +36.5% | +133.1% | +91.4% |
| 5Y | +86.7% | +113.5% | -26.9% | -10.4% |
| 10Y | +1,600.8% | +319.4% | +1,281.3% | +345.8% |
| All | +8,329.0% | +792.3% | +7,536.7% | +793.7% |
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 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