-94.7%
SQQQ vs PCOR
-43.2%
-51.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | -2.1% |
| 7D | -4.2% | -6.9% | +2.8% | -9.2% |
| 30D | +2.4% | -1.5% | +4.0% | +1.8% |
| 3M | -5.7% | +18.5% | -24.2% | +7.2% |
| 6M | -46.6% | -4.7% | -41.9% | -48.5% |
| YTD | -42.7% | -22.8% | -20.0% | -53.7% |
| 1Y | -52.6% | -20.7% | -31.9% | -59.9% |
| 3Y | -89.8% | -14.6% | -75.3% | -87.4% |
| 5Y | -94.7% | -40.7% | -54.0% | -90.5% |
| All | -94.7% | -43.2% | -51.5% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling