-100.0%
SQQQ vs PPL
+58.0%
-158.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | -0.4% |
| 7D | -2.7% | 0.0% | -2.7% | -2.6% |
| 30D | +2.4% | -1.3% | +3.7% | +1.3% |
| 3M | -8.0% | -2.6% | -5.4% | -10.4% |
| 6M | -43.9% | -8.4% | -35.5% | -48.6% |
| YTD | -42.2% | +0.2% | -42.4% | -42.5% |
| 1Y | -51.8% | -0.2% | -51.6% | -52.2% |
| 3Y | -89.7% | +52.9% | -142.6% | -84.2% |
| 5Y | -94.7% | +36.8% | -131.5% | -91.7% |
| All | -100.0% | +58.0% | -158.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling