-100.0%
SQQQ vs PCAR
+709.8%
-809.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | -1.2% |
| 7D | -17.4% | +2.1% | -19.5% | -14.7% |
| 30D | +20.4% | -1.2% | +21.6% | +19.4% |
| 3M | +11.2% | -18.6% | +29.8% | -14.4% |
| 6M | -2.6% | -5.1% | +2.5% | -5.9% |
| YTD | -37.9% | -1.8% | -36.2% | -35.6% |
| 1Y | -36.2% | +10.6% | -46.8% | -22.3% |
| 3Y | -88.4% | +34.9% | -123.3% | -77.7% |
| 5Y | -93.4% | +114.0% | -207.3% | -69.6% |
| 10Y | -100.0% | +288.4% | -388.3% | -99.3% |
| All | -100.0% | +709.8% | -809.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling