-100.0%
SQQQ vs PRU
+386.0%
-486.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -1.5% |
| 7D | -0.9% | +1.9% | -2.8% | +1.3% |
| 30D | -0.3% | +2.7% | -3.0% | +3.0% |
| 3M | +2.7% | +19.5% | -16.7% | +25.6% |
| 6M | -43.8% | +26.6% | -70.5% | -25.5% |
| YTD | -42.9% | +12.3% | -55.3% | -33.3% |
| 1Y | -53.5% | +18.0% | -71.6% | -42.3% |
| 3Y | -89.4% | +47.0% | -136.4% | -79.5% |
| 5Y | -94.7% | +48.4% | -143.1% | -86.6% |
| 10Y | -100.0% | +142.4% | -242.4% | -99.7% |
| All | -100.0% | +386.0% | -486.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling