-100.0%
SQQQ vs PEP
+273.3%
-373.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | -0.9% |
| 7D | -2.7% | -1.7% | -1.0% | -5.0% |
| 30D | +2.4% | +0.3% | +2.1% | +2.6% |
| 3M | -8.0% | -3.2% | -4.8% | -14.6% |
| 6M | -43.9% | -13.6% | -30.4% | -56.6% |
| YTD | -42.2% | -1.9% | -40.4% | -46.2% |
| 1Y | -51.8% | -0.6% | -51.2% | -55.0% |
| 3Y | -89.7% | -13.6% | -76.1% | -92.6% |
| 5Y | -94.7% | +3.2% | -97.9% | -93.8% |
| 10Y | -100.0% | +79.1% | -179.0% | -99.8% |
| All | -100.0% | +273.3% | -373.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling