-94.8%
SQQQ vs PEP
+2.8%
-97.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.7% |
| 7D | +1.8% | -1.0% | +2.8% | +1.3% |
| 30D | +4.2% | -0.7% | +4.8% | +3.8% |
| 3M | -3.3% | -4.1% | +0.9% | -6.3% |
| 6M | -43.6% | -13.1% | -30.6% | -49.1% |
| YTD | -41.9% | -2.1% | -39.8% | -42.7% |
| 1Y | -50.6% | -1.7% | -49.0% | -51.5% |
| 3Y | -89.3% | -15.1% | -74.2% | -91.3% |
| All | -94.8% | +2.8% | -97.6% | -92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling