-100.0%
SQQQ vs PBF
+374.8%
-474.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.2% |
| 7D | +1.8% | +5.3% | -3.5% | +3.2% |
| 30D | +4.2% | +11.7% | -7.6% | +7.5% |
| 3M | -3.3% | +91.1% | -94.4% | +16.1% |
| 6M | -43.6% | +88.4% | -132.1% | -32.8% |
| YTD | -41.9% | +194.1% | -235.9% | -20.4% |
| 1Y | -50.6% | +180.4% | -231.0% | -32.3% |
| 3Y | -89.3% | +59.3% | -148.6% | -85.9% |
| 5Y | -94.8% | +816.3% | -911.1% | -86.9% |
| All | -100.0% | +374.8% | -474.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling