-100.0%
SQQQ vs PCG
-75.6%
-24.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.0% |
| 7D | +4.1% | +0.5% | +3.6% | +4.2% |
| 30D | +4.6% | -18.9% | +23.5% | +0.7% |
| 3M | -10.4% | -15.8% | +5.4% | -13.1% |
| 6M | -42.1% | -22.6% | -19.6% | -44.7% |
| YTD | -40.3% | -12.2% | -28.2% | -41.5% |
| 1Y | -50.2% | -7.1% | -43.1% | -50.5% |
| 3Y | -89.4% | -15.8% | -73.6% | -89.4% |
| 5Y | -94.7% | +53.3% | -148.0% | -93.8% |
| All | -100.0% | -75.6% | -24.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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