+144.3%
PCAR vs SOXQ
+283.8%
-139.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | -0.8% |
| 7D | -0.5% | +2.3% | -2.9% | -1.2% |
| 30D | -6.2% | -2.3% | -4.0% | -5.7% |
| 3M | +5.9% | -13.8% | +19.7% | +9.3% |
| 6M | +0.4% | +48.6% | -48.2% | -13.3% |
| YTD | +14.8% | +66.0% | -51.2% | -4.4% |
| 1Y | +30.1% | +107.9% | -77.8% | +0.2% |
| 3Y | +66.7% | +224.1% | -157.5% | +7.0% |
| 5Y | +166.1% | +256.6% | -90.5% | +55.7% |
| All | +144.3% | +283.8% | -139.5% | +41.3% |
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 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