-100.0%
SQQQ vs PFE
+230.0%
-330.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | -2.2% |
| 7D | -4.2% | -2.7% | -1.5% | -6.9% |
| 30D | +2.4% | +3.8% | -1.4% | +6.7% |
| 3M | -5.7% | +10.4% | -16.0% | +4.5% |
| 6M | -46.6% | +6.3% | -52.8% | -43.2% |
| YTD | -42.7% | +17.4% | -60.1% | -31.7% |
| 1Y | -52.6% | +21.1% | -73.7% | -41.1% |
| 3Y | -89.8% | -1.6% | -88.2% | -89.9% |
| 5Y | -94.7% | -22.2% | -72.5% | -95.7% |
| 10Y | -100.0% | +32.9% | -132.8% | -99.9% |
| All | -100.0% | +230.0% | -330.0% | -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