-100.0%
SQQQ vs PBF
+317.1%
-417.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -2.9% | +1.3% |
| 7D | -4.2% | +2.4% | -6.5% | -3.5% |
| 30D | +2.4% | +24.9% | -22.4% | +9.5% |
| 3M | -5.7% | +81.9% | -87.5% | +13.3% |
| 6M | -46.6% | +79.4% | -126.0% | -36.3% |
| YTD | -42.7% | +188.3% | -231.0% | -20.1% |
| 1Y | -52.6% | +177.3% | -229.8% | -33.6% |
| 3Y | -89.8% | +56.0% | -145.8% | -86.4% |
| 5Y | -94.7% | +804.0% | -898.7% | -85.7% |
| 10Y | -100.0% | +334.1% | -434.1% | -99.9% |
| All | -100.0% | +317.1% | -417.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling