-96.6%
SQQQ vs PCOR
-35.6%
-61.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | -1.8% |
| 7D | -2.7% | -9.0% | +6.3% | -9.1% |
| 30D | +2.4% | -7.0% | +9.4% | -2.3% |
| 3M | -8.0% | +18.3% | -26.3% | +4.2% |
| 6M | -43.9% | -7.8% | -36.1% | -47.0% |
| YTD | -42.2% | -25.6% | -16.6% | -53.9% |
| 1Y | -51.8% | -22.7% | -29.1% | -59.4% |
| 3Y | -89.7% | -17.7% | -72.1% | -87.6% |
| 5Y | -94.7% | -42.0% | -52.7% | -90.3% |
| All | -96.6% | -35.6% | -61.1% | -93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling