-100.0%
SQQQ vs PGR
+825.1%
-925.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.2% | -2.1% |
| 7D | +1.8% | -0.6% | +2.4% | +1.3% |
| 30D | +4.2% | +4.9% | -0.8% | +7.9% |
| 3M | -3.3% | +7.6% | -10.9% | +1.1% |
| 6M | -43.6% | +8.3% | -51.9% | -41.7% |
| YTD | -41.9% | +1.7% | -43.6% | -43.3% |
| 1Y | -50.6% | -6.8% | -43.8% | -56.2% |
| 3Y | -89.3% | +73.4% | -162.7% | -81.0% |
| 5Y | -94.8% | +161.2% | -256.0% | -82.7% |
| All | -100.0% | +825.1% | -925.1% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling