-100.0%
SQQQ vs PH
+2,167.9%
-2,267.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | -0.6% |
| 7D | -4.2% | +0.4% | -4.6% | -3.6% |
| 30D | +2.4% | -10.8% | +13.2% | -11.4% |
| 3M | -5.7% | +8.5% | -14.1% | +6.7% |
| 6M | -46.6% | +3.9% | -50.5% | -42.0% |
| YTD | -42.7% | +9.4% | -52.1% | -33.0% |
| 1Y | -52.6% | +26.8% | -79.4% | -32.2% |
| 3Y | -89.8% | +140.8% | -230.6% | -54.9% |
| 5Y | -94.7% | +253.8% | -348.5% | -45.2% |
| 10Y | -100.0% | +792.3% | -892.3% | -97.4% |
| All | -100.0% | +2,167.9% | -2,267.9% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling