+22.7%
QQQM vs PCAR
+29.3%
-6.6%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.2% |
| 7D | -1.3% | -1.6% | +0.3% | -0.9% |
| 30D | -1.4% | -7.3% | +5.9% | +0.6% |
| 3M | +2.2% | +7.8% | -5.6% | 0.0% |
| 6M | +16.9% | +3.6% | +13.3% | +14.9% |
| YTD | +15.7% | +12.9% | +2.8% | +12.3% |
| 1Y | +22.7% | +27.3% | -4.6% | +17.0% |
| All | +22.7% | +29.3% | -6.6% | +17.0% |
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