-100.0%
SQQQ vs PPL
+181.4%
-281.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.0% | -6.0% | -7.8% |
| 7D | -2.4% | -1.0% | -1.5% | -3.5% |
| 30D | +20.6% | +3.0% | +17.5% | +23.1% |
| 3M | +7.8% | +1.1% | +6.7% | +8.2% |
| 6M | -1.0% | -0.8% | -0.3% | -3.2% |
| YTD | -38.5% | +3.5% | -42.0% | -37.5% |
| 1Y | -36.6% | -0.9% | -35.7% | -38.3% |
| 3Y | -88.5% | +54.2% | -142.7% | -82.0% |
| 5Y | -93.7% | +46.3% | -139.9% | -89.2% |
| 10Y | -100.0% | +65.0% | -165.0% | -99.9% |
| All | -100.0% | +181.4% | -281.4% | -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