-89.8%
SQQQ vs PRU
+46.6%
-136.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | -2.0% |
| 7D | -4.2% | +1.9% | -6.1% | -2.0% |
| 30D | +2.4% | -0.4% | +2.9% | +2.2% |
| 3M | -5.7% | +16.4% | -22.1% | +12.2% |
| 6M | -46.6% | +26.0% | -72.6% | -29.4% |
| YTD | -42.7% | +9.9% | -52.6% | -35.1% |
| 1Y | -52.6% | +18.8% | -71.4% | -40.5% |
| 3Y | -89.8% | +45.3% | -135.2% | -80.1% |
| All | -89.8% | +46.6% | -136.5% | -80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling