+69.8%
QQQ vs PCAR
+101.4%
-31.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +2.3% |
| 7D | -5.0% | +0.1% | -5.0% | -5.0% |
| 30D | -13.4% | -4.6% | -8.8% | -12.0% |
| 3M | -8.1% | -22.6% | +14.5% | +1.3% |
| 6M | -5.5% | -12.0% | +6.5% | -1.4% |
| YTD | +7.2% | -6.1% | +13.3% | +8.3% |
| 1Y | +7.8% | +6.3% | +1.4% | +3.2% |
| 3Y | +80.7% | +31.8% | +48.9% | +49.0% |
| All | +69.8% | +101.4% | -31.6% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling