-100.0%
SQQQ vs PR
+169.5%
-269.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.7% |
| 7D | -0.9% | +2.9% | -3.8% | -0.5% |
| 30D | -0.3% | +18.0% | -18.3% | +2.5% |
| 3M | +2.7% | +16.9% | -14.1% | +5.4% |
| 6M | -43.8% | +28.2% | -72.0% | -41.5% |
| YTD | -42.9% | +69.3% | -112.2% | -37.5% |
| 1Y | -53.5% | +69.5% | -123.0% | -49.0% |
| 3Y | -89.4% | +81.7% | -171.1% | -87.5% |
| 5Y | -94.7% | +422.2% | -516.9% | -92.3% |
| 10Y | -100.0% | +110.4% | -210.3% | -100.0% |
| All | -100.0% | +169.5% | -269.5% | -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