-89.3%
SQQQ vs PH
+137.8%
-227.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.3% |
| 3M | -3.3% | +5.5% | -8.8% | +5.2% |
| 6M | -43.6% | +1.5% | -45.1% | -40.5% |
| YTD | -41.9% | +8.8% | -50.7% | -32.2% |
| 1Y | -50.6% | +24.5% | -75.1% | -30.2% |
| 3Y | -89.3% | +141.2% | -230.5% | -57.7% |
| All | -89.3% | +137.8% | -227.1% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling