-36.0%
SQQQ vs PCAR
+12.4%
-48.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.0% | -6.8% | +0.1% |
| 7D | +14.6% | +3.7% | +10.9% | +17.6% |
| 30D | +28.9% | -2.9% | +31.8% | +25.9% |
| 3M | +13.1% | -21.7% | +34.8% | -7.6% |
| 6M | -15.2% | -6.6% | -8.6% | -17.6% |
| YTD | -37.0% | -2.2% | -34.7% | -35.6% |
| 1Y | -36.0% | +12.2% | -48.2% | -29.8% |
| All | -36.0% | +12.4% | -48.4% | -29.8% |
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