-94.7%
SQQQ vs PENG
+107.7%
-202.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | -0.2% |
| 7D | -4.2% | +7.8% | -11.9% | +0.5% |
| 30D | +2.4% | -12.2% | +14.6% | -4.3% |
| 3M | -5.7% | -20.6% | +15.0% | -7.8% |
| 6M | -46.6% | +180.9% | -227.5% | +30.9% |
| YTD | -42.7% | +162.3% | -205.0% | +37.0% |
| 1Y | -52.6% | +107.3% | -159.9% | +0.3% |
| 3Y | -89.8% | +110.8% | -200.6% | -66.8% |
| 5Y | -94.7% | +117.8% | -212.5% | -74.7% |
| All | -94.7% | +107.7% | -202.4% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling