+12.3%
QQQM vs PCAR
+12.4%
-0.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.1% | 0.0% |
| 7D | -4.6% | +3.7% | -8.3% | -5.4% |
| 30D | -8.5% | -2.9% | -5.6% | -7.9% |
| 3M | -4.3% | -21.7% | +17.4% | +2.1% |
| 6M | +3.1% | -6.6% | +9.7% | +4.4% |
| YTD | +13.1% | -2.2% | +15.3% | +13.2% |
| 1Y | +12.3% | +12.2% | +0.1% | +10.0% |
| All | +12.3% | +12.4% | -0.1% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling