-36.6%
SQQQ vs PENG
+120.3%
-156.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +10.3% | -17.2% | -2.1% |
| 7D | -2.4% | +1.9% | -4.3% | +2.7% |
| 30D | +20.6% | -37.8% | +58.4% | +5.6% |
| 3M | +7.8% | -14.1% | +21.9% | +11.7% |
| 6M | -1.0% | +13.1% | -14.1% | +32.4% |
| YTD | -38.5% | +151.8% | -190.3% | +35.6% |
| 1Y | -36.6% | +136.0% | -172.6% | +35.7% |
| All | -36.6% | +120.3% | -156.8% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling