+1,316.3%
TQQQ vs PENG
+689.3%
+627.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.8% | -0.7% |
| 7D | +10.4% | +13.2% | -2.8% | +3.2% |
| 30D | -22.2% | -29.9% | +7.8% | -7.0% |
| 3M | -25.1% | -22.2% | -2.9% | -17.9% |
| 6M | -25.0% | -1.9% | -23.1% | -32.5% |
| YTD | +10.1% | +142.1% | -132.1% | -42.4% |
| 1Y | +11.0% | +151.5% | -140.5% | -43.2% |
| 3Y | +195.0% | +206.9% | -12.0% | +26.9% |
| 5Y | +46.6% | +58.2% | -11.6% | -15.0% |
| All | +1,316.3% | +689.3% | +627.0% | +369.1% |
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