-50.6%
SQQQ vs PH
+25.3%
-76.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -1.4% |
| 7D | +1.8% | -1.3% | +3.1% | +1.0% |
| 30D | +4.2% | -11.0% | +15.1% | -3.4% |
| 3M | -3.3% | +5.5% | -8.8% | +1.7% |
| 6M | -43.6% | +1.5% | -45.1% | -40.6% |
| YTD | -41.9% | +8.8% | -50.7% | -36.3% |
| 1Y | -50.6% | +24.5% | -75.1% | -41.1% |
| All | -50.6% | +25.3% | -76.0% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling