-100.0%
SQQQ vs PH
+820.2%
-920.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -0.5% |
| 7D | +1.8% | -1.3% | +3.1% | +0.3% |
| 30D | +4.2% | -11.0% | +15.1% | -9.6% |
| 3M | -3.3% | +5.5% | -8.8% | +5.0% |
| 6M | -43.6% | +1.5% | -45.1% | -40.6% |
| YTD | -41.9% | +8.8% | -50.7% | -32.6% |
| 1Y | -50.6% | +24.5% | -75.1% | -31.4% |
| 3Y | -89.3% | +141.2% | -230.5% | -54.0% |
| 5Y | -94.8% | +256.3% | -351.1% | -48.8% |
| All | -100.0% | +820.2% | -920.1% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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