+49.5%
TQQQ vs PPL
+47.4%
+2.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -6.6% | 0.0% | -6.6% | -6.8% |
| 30D | -30.4% | +4.3% | -34.7% | -32.9% |
| 3M | -23.2% | +2.9% | -26.1% | -25.4% |
| 6M | -25.5% | +1.1% | -26.6% | -27.7% |
| YTD | +7.9% | +4.5% | +3.5% | +0.1% |
| 1Y | +1.1% | +0.1% | +1.0% | -2.7% |
| 3Y | +186.6% | +55.7% | +130.9% | +51.0% |
| 5Y | +49.5% | +47.6% | +1.9% | -9.8% |
| All | +49.5% | +47.4% | +2.1% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 5y: compounded portfolio wealth divided by compounded PPL 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…
5y analysis · Full analysis span regression · 6 months rolling