-100.0%
SQQQ vs PCAR
+373.9%
-473.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +4.0% |
| 7D | +4.1% | -1.6% | +5.6% | +2.0% |
| 30D | +4.6% | -7.3% | +11.9% | -4.8% |
| 3M | -10.4% | +7.8% | -18.2% | +0.6% |
| 6M | -42.1% | +3.6% | -45.7% | -36.6% |
| YTD | -40.3% | +12.9% | -53.2% | -26.4% |
| 1Y | -50.2% | +27.3% | -77.5% | -27.6% |
| 3Y | -89.4% | +61.9% | -151.3% | -73.7% |
| 5Y | -94.7% | +164.2% | -258.8% | -66.8% |
| All | -100.0% | +373.9% | -473.8% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling