-100.0%
SQQQ vs PYPL
+44.3%
-144.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -1.8% |
| 7D | +1.8% | -2.3% | +4.1% | -0.7% |
| 30D | +4.2% | -9.0% | +13.2% | -5.5% |
| 3M | -3.3% | +30.6% | -33.9% | +29.2% |
| 6M | -43.6% | +18.6% | -62.2% | -31.1% |
| YTD | -41.9% | -7.2% | -34.7% | -45.4% |
| 1Y | -50.6% | -19.3% | -31.4% | -59.6% |
| 3Y | -89.3% | -12.3% | -77.0% | -87.5% |
| 5Y | -94.8% | -80.9% | -13.9% | -98.6% |
| All | -100.0% | +44.3% | -144.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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