-100.0%
SQQQ vs PWR
+2,544.4%
-2,644.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.1% | -7.7% | +2.6% |
| 7D | +1.8% | +4.2% | -2.4% | +6.3% |
| 30D | +4.2% | -4.0% | +8.2% | +0.4% |
| 3M | -3.3% | -4.8% | +1.5% | -3.2% |
| 6M | -43.6% | +14.6% | -58.3% | -28.9% |
| YTD | -41.9% | +54.2% | -96.1% | +1.7% |
| 1Y | -50.6% | +67.1% | -117.7% | -2.4% |
| 3Y | -89.3% | +218.5% | -307.8% | -43.0% |
| 5Y | -94.8% | +466.3% | -561.1% | -30.6% |
| All | -100.0% | +2,544.4% | -2,644.4% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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