-100.0%
SQQQ vs PR
+152.6%
-252.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.7% | -3.4% |
| 7D | +14.0% | -16.4% | +30.4% | +11.0% |
| 30D | +48.7% | -1.9% | +50.6% | +48.6% |
| 3M | +25.0% | +8.0% | +17.1% | +26.9% |
| 6M | +7.8% | +4.1% | +3.7% | +8.7% |
| YTD | -27.7% | +58.7% | -86.4% | -21.5% |
| 1Y | -29.0% | +75.8% | -104.8% | -21.6% |
| 3Y | -87.4% | +73.2% | -160.6% | -85.3% |
| 5Y | -92.1% | +230.1% | -322.2% | -89.1% |
| 10Y | -100.0% | +67.4% | -167.3% | -100.0% |
| All | -100.0% | +152.6% | -252.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling