-99.9%
SQQQ vs PENG
+720.8%
-820.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +10.3% | -17.2% | -1.3% |
| 7D | -2.4% | +1.9% | -4.3% | +3.3% |
| 30D | +20.6% | -37.8% | +58.4% | +1.4% |
| 3M | +7.8% | -14.1% | +21.9% | +11.3% |
| 6M | -1.0% | +13.1% | -14.1% | +36.5% |
| YTD | -38.5% | +151.8% | -190.3% | +42.6% |
| 1Y | -36.6% | +136.0% | -172.6% | +43.7% |
| 3Y | -88.5% | +217.9% | -306.4% | -57.2% |
| 5Y | -93.7% | +64.1% | -157.7% | -75.1% |
| All | -99.9% | +720.8% | -820.8% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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