-89.0%
SQQQ vs PFG
+68.8%
-157.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.4% | +4.1% |
| 7D | +4.1% | -3.0% | +7.1% | +0.7% |
| 30D | +4.6% | +2.5% | +2.1% | +7.7% |
| 3M | -10.4% | +6.1% | -16.5% | -4.6% |
| 6M | -42.1% | +31.3% | -73.4% | -19.1% |
| YTD | -40.3% | +33.6% | -73.9% | -14.1% |
| 1Y | -50.2% | +48.5% | -98.7% | -17.1% |
| All | -89.0% | +68.8% | -157.8% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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