-99.9%
SQQQ vs PENG
+752.7%
-852.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.2% | -7.8% | +0.3% |
| 7D | +1.8% | -1.2% | +3.0% | +1.4% |
| 30D | +4.2% | -12.9% | +17.0% | -2.2% |
| 3M | -3.3% | -20.5% | +17.2% | -5.4% |
| 6M | -43.6% | +176.8% | -220.5% | +21.9% |
| YTD | -41.9% | +161.6% | -203.4% | +24.2% |
| 1Y | -50.6% | +95.6% | -146.3% | -7.6% |
| 3Y | -89.3% | +111.9% | -201.2% | -69.3% |
| 5Y | -94.8% | +111.4% | -206.2% | -78.8% |
| All | -99.9% | +752.7% | -852.6% | -99.3% |
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