-22.1%
SQQQ vs PGR
+18.4%
-40.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -0.7% | +19.9% | +19.8% |
| 7D | +31.0% | +1.3% | +29.7% | +29.4% |
| 30D | +55.7% | +10.0% | +45.7% | +43.4% |
| 3M | +31.2% | +9.6% | +21.6% | +20.9% |
| 6M | +5.1% | +18.0% | -12.9% | -8.7% |
| YTD | -24.9% | +9.0% | -33.9% | -32.5% |
| 1Y | -22.1% | +18.8% | -40.9% | -36.2% |
| All | -22.1% | +18.4% | -40.5% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 1y: compounded portfolio wealth divided by compounded PGR 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…
1y analysis · Full analysis span regression · 6 months rolling