+109.0%
PCAR vs SOXQ
+243.8%
-134.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +2.1% | +16.4% | -14.3% | -2.2% |
| 30D | -1.2% | -13.9% | +12.7% | +2.4% |
| 3M | -18.6% | -15.1% | -3.5% | -15.6% |
| 6M | -5.1% | -10.2% | +5.1% | -4.8% |
| YTD | -1.8% | +48.7% | -50.5% | -16.5% |
| 1Y | +10.6% | +48.9% | -38.3% | -6.2% |
| 3Y | +34.9% | +197.4% | -162.5% | -12.1% |
| 5Y | +114.0% | +188.2% | -74.2% | +33.3% |
| All | +109.0% | +243.8% | -134.8% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling