-93.1%
SQQQ vs PCAR
+114.3%
-207.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +4.1% |
| 7D | -11.0% | +4.9% | -15.9% | -5.2% |
| 30D | +17.9% | -1.4% | +19.4% | +16.9% |
| 3M | +19.5% | -18.1% | +37.6% | -5.2% |
| 6M | +4.2% | -4.0% | +8.2% | +2.8% |
| YTD | -35.6% | -1.5% | -34.2% | -32.4% |
| 1Y | -37.7% | +13.2% | -50.9% | -22.1% |
| 3Y | -88.0% | +35.8% | -123.8% | -75.2% |
| All | -93.1% | +114.3% | -207.4% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling