+101.7%
TQQQ vs PCAR
+165.3%
-63.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | +2.8% | -0.2% | +3.0% | +3.0% |
| 30D | -3.0% | -6.9% | +3.8% | +5.3% |
| 3M | -2.7% | +2.1% | -4.8% | -5.4% |
| 6M | +45.4% | +1.6% | +43.9% | +41.7% |
| YTD | +36.3% | +12.2% | +24.0% | +16.8% |
| 1Y | +53.4% | +28.0% | +25.4% | +9.9% |
| 3Y | +265.6% | +61.0% | +204.6% | +75.4% |
| 5Y | +101.7% | +163.9% | -62.2% | -54.2% |
| All | +101.7% | +165.3% | -63.6% | -54.2% |
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