-100.0%
SQQQ vs PR
+159.2%
-259.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.8% | -9.7% | -6.5% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | +20.6% | -4.6% | +25.2% | +19.9% |
| 3M | +7.8% | +4.7% | +3.1% | +8.9% |
| 6M | -1.0% | +12.4% | -13.5% | +1.1% |
| YTD | -38.5% | +62.9% | -101.4% | -33.0% |
| 1Y | -36.6% | +70.6% | -107.2% | -30.3% |
| 3Y | -88.5% | +90.0% | -178.5% | -86.4% |
| 5Y | -93.7% | +255.5% | -349.2% | -91.2% |
| 10Y | -100.0% | +78.7% | -178.7% | -100.0% |
| All | -100.0% | +159.2% | -259.1% | -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