+96.6%
QQQ vs PCAR
+68.2%
+28.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | +0.2% | -6.2% | +6.5% | +2.3% |
| 3M | -2.8% | +5.9% | -8.7% | -4.9% |
| 6M | +18.0% | +0.4% | +17.6% | +17.2% |
| YTD | +17.3% | +14.8% | +2.5% | +11.2% |
| 1Y | +25.6% | +30.1% | -4.5% | +13.7% |
| All | +96.6% | +68.2% | +28.4% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling