-99.9%
SQQQ vs PENG
+735.0%
-834.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +1.9% |
| 7D | -17.4% | +34.6% | -52.0% | -1.3% |
| 30D | +20.4% | -35.9% | +56.4% | +2.9% |
| 3M | +11.2% | -14.7% | +25.9% | +14.4% |
| 6M | -2.6% | +13.5% | -16.1% | +34.6% |
| YTD | -37.9% | +156.1% | -194.1% | +45.3% |
| 1Y | -36.2% | +141.3% | -177.5% | +46.4% |
| 3Y | -88.4% | +223.4% | -311.8% | -56.4% |
| 5Y | -93.4% | +67.4% | -160.8% | -73.7% |
| All | -99.9% | +735.0% | -834.9% | -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