-94.7%
SQQQ vs PH
+243.6%
-338.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +1.0% |
| 7D | +4.1% | -3.1% | +7.2% | -0.4% |
| 30D | +4.6% | -11.8% | +16.4% | -12.2% |
| 3M | -10.4% | +6.9% | -17.3% | +0.7% |
| 6M | -42.1% | -1.3% | -40.8% | -41.2% |
| YTD | -40.3% | +7.0% | -47.3% | -31.2% |
| 1Y | -50.2% | +23.1% | -73.3% | -28.3% |
| 3Y | -89.4% | +135.4% | -224.8% | -41.7% |
| 5Y | -94.7% | +250.3% | -345.0% | -10.0% |
| All | -94.7% | +243.6% | -338.2% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling