-100.0%
SQQQ vs PCAR
+712.4%
-812.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +4.1% |
| 7D | -11.0% | +4.9% | -15.9% | -4.6% |
| 30D | +17.9% | -1.4% | +19.4% | +16.6% |
| 3M | +19.5% | -18.1% | +37.6% | -7.3% |
| 6M | +4.2% | -4.0% | +8.2% | +2.2% |
| YTD | -35.6% | -1.5% | -34.2% | -32.9% |
| 1Y | -37.7% | +13.2% | -50.9% | -22.0% |
| 3Y | -88.0% | +35.8% | -123.8% | -76.9% |
| 5Y | -93.1% | +114.6% | -207.8% | -68.3% |
| 10Y | -100.0% | +289.6% | -389.6% | -99.3% |
| All | -100.0% | +712.4% | -812.4% | -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