-100.0%
SQQQ vs PFE
+248.1%
-348.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +4.0% |
| 7D | -11.0% | -1.7% | -9.3% | -12.6% |
| 30D | +17.9% | +0.3% | +17.6% | +18.3% |
| 3M | +19.5% | +9.4% | +10.1% | +31.2% |
| 6M | +4.2% | +14.9% | -10.7% | +19.8% |
| YTD | -35.6% | +23.8% | -59.4% | -18.9% |
| 1Y | -37.7% | +19.5% | -57.2% | -24.3% |
| 3Y | -88.0% | +21.0% | -109.1% | -84.7% |
| 5Y | -93.1% | -23.9% | -69.3% | -94.7% |
| 10Y | -100.0% | +47.8% | -147.8% | -99.9% |
| All | -100.0% | +248.1% | -348.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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