+34,703.6%
TQQQ vs PEP
+273.3%
+34,430.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | +0.9% |
| 7D | +2.8% | -1.7% | +4.5% | +5.2% |
| 30D | -3.0% | +0.3% | -3.4% | -4.0% |
| 3M | -2.7% | -3.2% | +0.5% | -2.5% |
| 6M | +45.4% | -13.6% | +59.0% | +67.6% |
| YTD | +36.3% | -1.9% | +38.1% | +25.9% |
| 1Y | +53.4% | -0.6% | +54.0% | +34.0% |
| 3Y | +265.6% | -13.6% | +279.2% | +246.9% |
| 5Y | +101.7% | +3.2% | +98.5% | +45.4% |
| 10Y | +3,054.7% | +79.1% | +2,975.6% | +938.1% |
| All | +34,703.6% | +273.3% | +34,430.4% | +2,869.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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