-36.0%
SQQQ vs PCOR
+4.0%
-40.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +19.7% | -22.5% | -0.7% |
| 7D | +14.6% | +21.8% | -7.3% | +17.2% |
| 30D | +28.9% | +39.5% | -10.7% | +33.9% |
| 3M | +13.1% | +35.2% | -22.1% | +17.3% |
| 6M | -15.2% | +21.7% | -37.0% | -16.0% |
| YTD | -37.0% | +3.9% | -40.9% | -39.3% |
| 1Y | -36.0% | +6.9% | -42.9% | -38.5% |
| All | -36.0% | +4.0% | -40.0% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling