-100.0%
SQQQ vs PBR
+109.0%
-209.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.7% | -3.0% |
| 7D | +1.8% | +5.4% | -3.6% | +4.2% |
| 30D | +4.2% | +22.9% | -18.7% | +14.1% |
| 3M | -3.3% | +19.6% | -22.9% | +4.6% |
| 6M | -43.6% | +16.5% | -60.1% | -39.8% |
| YTD | -41.9% | +86.7% | -128.5% | -22.7% |
| 1Y | -50.6% | +74.7% | -125.3% | -36.0% |
| 3Y | -89.3% | +102.6% | -191.9% | -84.0% |
| 5Y | -94.8% | +566.6% | -661.4% | -85.1% |
| 10Y | -100.0% | +686.1% | -786.0% | -99.8% |
| All | -100.0% | +109.0% | -209.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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