+556.7%
QQQ vs PCAR
+357.6%
+199.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.7% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | -0.6% | -7.7% | +7.1% | +2.7% |
| 3M | +0.4% | +3.7% | -3.3% | -1.5% |
| 6M | +20.1% | +2.3% | +17.8% | +18.1% |
| YTD | +17.2% | +12.8% | +4.4% | +10.2% |
| 1Y | +24.7% | +27.8% | -3.1% | +10.5% |
| 3Y | +96.2% | +61.8% | +34.4% | +51.4% |
| 5Y | +94.4% | +168.2% | -73.8% | +16.4% |
| 10Y | +556.7% | +359.1% | +197.6% | +205.2% |
| All | +556.7% | +357.6% | +199.1% | +205.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling