-100.0%
SQQQ vs PRU
+392.1%
-492.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +4.8% |
| 7D | -11.0% | +3.6% | -14.6% | -7.1% |
| 30D | +17.9% | +8.9% | +9.1% | +30.5% |
| 3M | +19.5% | +0.2% | +19.3% | +20.5% |
| 6M | +4.2% | +23.7% | -19.5% | +33.6% |
| YTD | -35.6% | +13.7% | -49.4% | -23.4% |
| 1Y | -37.7% | +20.6% | -58.3% | -20.4% |
| 3Y | -88.0% | +56.3% | -144.4% | -75.3% |
| 5Y | -93.1% | +42.3% | -135.5% | -83.5% |
| 10Y | -100.0% | +99.3% | -199.2% | -99.7% |
| All | -100.0% | +392.1% | -492.1% | -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