-100.0%
SQQQ vs PGR
+2,163.9%
-2,263.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.2% | -1.9% |
| 7D | +1.8% | -0.6% | +2.4% | +1.2% |
| 30D | +4.2% | +4.9% | -0.8% | +9.2% |
| 3M | -3.3% | +7.6% | -10.9% | +2.0% |
| 6M | -43.6% | +8.3% | -51.9% | -41.4% |
| YTD | -41.9% | +1.7% | -43.6% | -44.1% |
| 1Y | -50.6% | -6.8% | -43.8% | -57.8% |
| 3Y | -89.3% | +73.4% | -162.7% | -79.0% |
| 5Y | -94.8% | +161.2% | -256.0% | -79.4% |
| 10Y | -100.0% | +819.5% | -919.4% | -98.3% |
| All | -100.0% | +2,163.9% | -2,263.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling