-89.8%
SQQQ vs PCAR
+64.3%
-154.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | -1.4% |
| 7D | -4.2% | 0.0% | -4.2% | -4.0% |
| 30D | +2.4% | -7.7% | +10.2% | -5.3% |
| 3M | -5.7% | +3.7% | -9.4% | 0.0% |
| 6M | -46.6% | +2.3% | -48.9% | -42.8% |
| YTD | -42.7% | +12.8% | -55.5% | -31.8% |
| 1Y | -52.6% | +27.8% | -80.3% | -35.4% |
| 3Y | -89.8% | +61.8% | -151.6% | -74.1% |
| All | -89.8% | +64.3% | -154.1% | -74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling