-94.7%
SQQQ vs PBF
+785.3%
-880.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.0% |
| 3M | -10.4% | +81.7% | -92.2% | +1.4% |
| 6M | -42.1% | +96.4% | -138.5% | -33.2% |
| YTD | -40.3% | +189.5% | -229.8% | -23.5% |
| 1Y | -50.2% | +180.7% | -230.9% | -35.7% |
| 3Y | -89.4% | +56.6% | -146.0% | -86.1% |
| All | -94.7% | +785.3% | -880.0% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling