-89.0%
SQQQ vs PEP
-13.9%
-75.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +4.1% | -1.4% | +5.4% | +4.3% |
| 30D | +4.6% | -0.2% | +4.8% | +4.7% |
| 3M | -10.4% | -4.3% | -6.1% | -9.9% |
| 6M | -42.1% | -13.2% | -28.9% | -41.7% |
| YTD | -40.3% | -1.9% | -38.5% | -39.9% |
| 1Y | -50.2% | -0.3% | -49.9% | -49.7% |
| All | -89.0% | -13.9% | -75.1% | -88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling