+1,596.1%
TQQQ vs PENG
+710.3%
+885.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.8% | +1.5% | -0.7% |
| 7D | -3.9% | 0.0% | -3.9% | -4.1% |
| 30D | -5.3% | -15.2% | +9.9% | +2.9% |
| 3M | +0.1% | -16.9% | +17.1% | +4.4% |
| 6M | +40.7% | +161.5% | -120.9% | -25.5% |
| YTD | +31.8% | +148.6% | -116.8% | -29.3% |
| 1Y | +48.2% | +89.6% | -41.4% | -9.1% |
| 3Y | +253.6% | +99.8% | +153.9% | +81.2% |
| 5Y | +99.6% | +100.9% | -1.3% | +6.1% |
| All | +1,596.1% | +710.3% | +885.8% | +475.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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