-87.6%
SQQQ vs PPL
+55.3%
-142.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +32.2% | +4.3% | +27.9% | +31.7% |
| 3M | +17.1% | +2.9% | +14.2% | +16.7% |
| 6M | +5.4% | +1.1% | +4.3% | +5.3% |
| YTD | -33.9% | +4.5% | -38.4% | -33.8% |
| 1Y | -31.3% | +0.1% | -31.4% | -31.6% |
| 3Y | -87.6% | +55.7% | -143.3% | -87.4% |
| All | -87.6% | +55.3% | -142.9% | -87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling