-96.7%
SQQQ vs PCOR
-30.9%
-65.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.8% | -3.5% |
| 7D | -0.9% | -9.0% | +8.0% | -7.3% |
| 30D | -0.3% | +4.2% | -4.5% | +3.4% |
| 3M | +2.7% | +14.4% | -11.7% | +13.4% |
| 6M | -43.8% | +0.2% | -44.0% | -43.5% |
| YTD | -42.9% | -20.3% | -22.7% | -52.1% |
| 1Y | -53.5% | -16.1% | -37.4% | -58.5% |
| 3Y | -89.4% | -14.7% | -74.7% | -87.0% |
| 5Y | -94.7% | -43.2% | -51.5% | -89.9% |
| All | -96.7% | -30.9% | -65.7% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling