-100.0%
SQQQ vs PCG
-76.0%
-24.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.6% | +4.2% |
| 7D | -11.0% | +2.2% | -13.1% | -10.6% |
| 30D | +17.9% | +0.8% | +17.2% | +18.2% |
| 3M | +19.5% | -23.8% | +43.3% | +13.8% |
| 6M | +4.2% | -19.6% | +23.8% | +0.3% |
| YTD | -35.6% | -16.7% | -18.9% | -37.4% |
| 1Y | -37.7% | -19.4% | -18.3% | -39.8% |
| 3Y | -88.0% | -18.3% | -69.7% | -88.1% |
| 5Y | -93.1% | +10.4% | -103.5% | -92.4% |
| All | -100.0% | -76.0% | -24.0% | -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