-100.0%
SQQQ vs PPG
+388.9%
-488.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.0% |
| 7D | +1.8% | -6.2% | +8.1% | -6.5% |
| 30D | +4.2% | -7.9% | +12.1% | -6.6% |
| 3M | -3.3% | -10.2% | +6.9% | -14.9% |
| 6M | -43.6% | +2.7% | -46.3% | -38.4% |
| YTD | -41.9% | +4.9% | -46.8% | -34.4% |
| 1Y | -50.6% | -3.2% | -47.4% | -50.2% |
| 3Y | -89.3% | -17.0% | -72.3% | -89.4% |
| 5Y | -94.8% | -23.3% | -71.5% | -93.3% |
| 10Y | -100.0% | +26.4% | -126.4% | -99.8% |
| All | -100.0% | +388.9% | -488.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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