-22.1%
SQQQ vs PNR
-33.6%
+11.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -3.1% | +22.4% | +18.1% |
| 7D | +31.0% | +6.0% | +25.0% | +33.5% |
| 30D | +55.7% | +32.4% | +23.2% | +72.8% |
| 3M | +31.2% | +1.6% | +29.7% | +29.6% |
| 6M | +5.1% | -9.5% | +14.6% | -1.9% |
| YTD | -24.9% | -32.0% | +7.1% | -39.2% |
| 1Y | -22.1% | -34.4% | +12.3% | -39.3% |
| All | -22.1% | -33.6% | +11.6% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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