-100.0%
SQQQ vs PNR
+272.6%
-372.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.9% |
| 7D | +1.8% | -6.0% | +7.8% | -5.6% |
| 30D | +4.2% | -14.0% | +18.1% | -13.3% |
| 3M | -3.3% | -21.7% | +18.4% | -28.3% |
| 6M | -43.6% | -37.3% | -6.4% | -67.7% |
| YTD | -41.9% | -45.1% | +3.2% | -71.7% |
| 1Y | -50.6% | -49.1% | -1.5% | -77.9% |
| 3Y | -89.3% | -14.8% | -74.5% | -88.3% |
| 5Y | -94.8% | -21.0% | -73.8% | -92.1% |
| 10Y | -100.0% | +64.7% | -164.7% | -99.8% |
| All | -100.0% | +272.6% | -372.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling