+163.9%
PCAR vs SOXQ
+269.0%
-105.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.2% | +5.2% | -5.4% | -1.8% |
| 30D | -6.9% | -0.5% | -6.4% | -6.9% |
| 3M | +2.1% | -5.6% | +7.7% | +2.7% |
| 6M | +1.6% | +53.0% | -51.4% | -13.1% |
| YTD | +12.2% | +68.8% | -56.5% | -7.2% |
| 1Y | +28.0% | +105.7% | -77.7% | -1.2% |
| 3Y | +61.0% | +240.5% | -179.5% | +1.4% |
| 5Y | +163.9% | +266.8% | -102.8% | +49.3% |
| All | +163.9% | +269.0% | -105.0% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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