-100.0%
SQQQ vs PPL
+177.0%
-277.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | +2.7% | -3.6% | +1.6% |
| 30D | -0.3% | +0.5% | -0.7% | +0.2% |
| 3M | +2.7% | +0.7% | +2.1% | +2.7% |
| 6M | -43.8% | -7.6% | -36.2% | -48.6% |
| YTD | -42.9% | +1.8% | -44.7% | -42.4% |
| 1Y | -53.5% | -0.8% | -52.8% | -54.4% |
| 3Y | -89.4% | +56.9% | -146.3% | -83.0% |
| 5Y | -94.7% | +39.5% | -134.2% | -91.3% |
| 10Y | -100.0% | +55.4% | -155.4% | -99.9% |
| All | -100.0% | +177.0% | -277.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling