-89.5%
SQQQ vs PR
+84.5%
-173.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.9% |
| 7D | -4.2% | -0.6% | -3.6% | -4.4% |
| 30D | +2.4% | +17.4% | -14.9% | +10.2% |
| 3M | -5.7% | +21.8% | -27.4% | +2.7% |
| 6M | -46.6% | +27.6% | -74.2% | -40.0% |
| YTD | -42.7% | +71.4% | -114.2% | -22.4% |
| 1Y | -52.6% | +78.3% | -130.9% | -33.8% |
| All | -89.5% | +84.5% | -173.9% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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