-100.0%
SQQQ vs PHM
+1,149.7%
-1,249.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.1% |
| 7D | -2.7% | -3.9% | +1.2% | -5.5% |
| 30D | +2.4% | -8.6% | +11.0% | -4.2% |
| 3M | -8.0% | -2.9% | -5.1% | -9.0% |
| 6M | -43.9% | -5.7% | -38.2% | -44.7% |
| YTD | -42.2% | +1.9% | -44.1% | -39.4% |
| 1Y | -51.8% | -12.3% | -39.5% | -54.7% |
| 3Y | -89.7% | +50.8% | -140.5% | -82.9% |
| 5Y | -94.7% | +157.3% | -252.0% | -81.6% |
| 10Y | -100.0% | +566.5% | -666.5% | -99.6% |
| All | -100.0% | +1,149.7% | -1,249.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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