-100.0%
SQQQ vs PEG
+148.0%
-248.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.7% |
| 7D | +1.8% | -0.9% | +2.7% | +0.9% |
| 30D | +4.2% | -3.7% | +7.9% | +0.2% |
| 3M | -3.3% | -7.3% | +4.0% | -10.8% |
| 6M | -43.6% | -10.5% | -33.2% | -50.0% |
| YTD | -41.9% | -7.5% | -34.4% | -46.6% |
| 1Y | -50.6% | -8.7% | -41.9% | -55.2% |
| 3Y | -89.3% | +31.4% | -120.7% | -84.1% |
| 5Y | -94.8% | +37.8% | -132.6% | -90.7% |
| All | -100.0% | +148.0% | -248.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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