-100.0%
SQQQ vs PTC
+719.0%
-819.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | -5.7% |
| 7D | -4.2% | -12.8% | +8.6% | -17.6% |
| 30D | +2.4% | -9.8% | +12.2% | -8.3% |
| 3M | -5.7% | -2.1% | -3.6% | -10.5% |
| 6M | -46.6% | -18.1% | -28.5% | -58.5% |
| YTD | -42.7% | -23.5% | -19.2% | -58.6% |
| 1Y | -52.6% | -37.4% | -15.2% | -72.4% |
| 3Y | -89.8% | -7.2% | -82.6% | -88.2% |
| 5Y | -94.7% | +2.7% | -97.4% | -89.9% |
| 10Y | -100.0% | +203.4% | -303.4% | -99.5% |
| All | -100.0% | +719.0% | -819.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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