-94.7%
SQQQ vs PPL
+36.4%
-131.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.4% | +3.1% |
| 7D | +4.1% | -1.8% | +5.8% | +2.8% |
| 30D | +4.6% | -2.2% | +6.8% | +2.9% |
| 3M | -10.4% | -3.1% | -7.4% | -12.6% |
| 6M | -42.1% | -8.1% | -34.0% | -46.3% |
| YTD | -40.3% | 0.0% | -40.4% | -40.3% |
| 1Y | -50.2% | -1.3% | -48.9% | -50.8% |
| 3Y | -89.4% | +52.7% | -142.1% | -82.1% |
| 5Y | -94.7% | +37.4% | -132.1% | -90.6% |
| All | -94.7% | +36.4% | -131.1% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling