-100.0%
SQQQ vs PRU
+140.2%
-240.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -1.9% |
| 7D | +1.8% | -2.3% | +4.1% | -0.7% |
| 30D | +4.2% | -1.7% | +5.9% | +2.4% |
| 3M | -3.3% | +13.2% | -16.5% | +10.6% |
| 6M | -43.6% | +28.8% | -72.4% | -25.0% |
| YTD | -41.9% | +9.8% | -51.7% | -34.3% |
| 1Y | -50.6% | +17.4% | -68.0% | -39.6% |
| 3Y | -89.3% | +44.9% | -134.2% | -80.2% |
| 5Y | -94.8% | +46.6% | -141.4% | -87.6% |
| All | -100.0% | +140.2% | -240.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling