+44.4%
TQQQ vs PG
-5.0%
+49.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +3.1% |
| 7D | -1.9% | -0.8% | -1.1% | -2.3% |
| 30D | -4.9% | +0.8% | -5.7% | -4.5% |
| 3M | -6.4% | -1.3% | -5.1% | -6.4% |
| 6M | +44.4% | -3.8% | +48.2% | +60.7% |
| All | +44.4% | -5.0% | +49.4% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 6mo: compounded portfolio wealth divided by compounded PG 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…
6mo analysis · Full analysis span regression · 6 months rolling