-100.0%
SQQQ vs PPL
+180.1%
-280.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.5% |
| 7D | -17.4% | -2.2% | -15.2% | -19.2% |
| 30D | +20.4% | +1.7% | +18.7% | +21.4% |
| 3M | +11.2% | +0.1% | +11.1% | +10.5% |
| 6M | -2.6% | -1.5% | -1.1% | -5.5% |
| YTD | -37.9% | +3.0% | -40.9% | -37.2% |
| 1Y | -36.2% | -1.4% | -34.7% | -38.2% |
| 3Y | -88.4% | +53.5% | -141.8% | -81.9% |
| 5Y | -93.4% | +46.4% | -139.8% | -88.7% |
| 10Y | -100.0% | +64.3% | -164.2% | -99.9% |
| All | -100.0% | +180.1% | -280.1% | -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