-100.0%
SQQQ vs PEP
+78.2%
-178.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.9% |
| 7D | +1.8% | -1.0% | +2.8% | +0.6% |
| 30D | +4.2% | -0.7% | +4.8% | +3.1% |
| 3M | -3.3% | -4.1% | +0.9% | -10.3% |
| 6M | -43.6% | -13.1% | -30.6% | -54.7% |
| YTD | -41.9% | -2.1% | -39.8% | -45.4% |
| 1Y | -50.6% | -1.7% | -49.0% | -54.0% |
| 3Y | -89.3% | -15.1% | -74.2% | -92.3% |
| 5Y | -94.8% | +3.1% | -97.9% | -93.7% |
| All | -100.0% | +78.2% | -178.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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