-89.3%
SQQQ vs PFGC
+58.8%
-148.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.9% |
| 7D | +1.8% | -4.8% | +6.6% | -1.8% |
| 30D | +4.2% | -12.5% | +16.7% | -5.7% |
| 3M | -3.3% | -9.7% | +6.4% | -10.3% |
| 6M | -43.6% | +7.0% | -50.7% | -38.3% |
| YTD | -41.9% | +4.5% | -46.4% | -37.1% |
| 1Y | -50.6% | -11.6% | -39.0% | -55.5% |
| 3Y | -89.3% | +58.5% | -147.8% | -80.1% |
| All | -89.3% | +58.8% | -148.1% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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