-89.0%
SQQQ vs PBF
+56.6%
-145.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.5% | +3.4% |
| 7D | +4.1% | +2.3% | +1.7% | +4.5% |
| 30D | +4.6% | +11.6% | -6.9% | +6.8% |
| 3M | -10.4% | +81.7% | -92.2% | +0.1% |
| 6M | -42.1% | +96.4% | -138.5% | -33.8% |
| YTD | -40.3% | +189.5% | -229.8% | -22.6% |
| 1Y | -50.2% | +180.7% | -230.9% | -34.8% |
| All | -89.0% | +56.6% | -145.6% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling