+54.7%
TQQQ vs PR
+77.4%
-22.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | 0.0% |
| 7D | +4.4% | -0.6% | +4.9% | +4.2% |
| 30D | -3.1% | +17.4% | -20.5% | +1.2% |
| 3M | -5.2% | +21.8% | -26.9% | +0.9% |
| 6M | +52.4% | +27.6% | +24.8% | +59.4% |
| YTD | +37.4% | +71.4% | -34.0% | +44.6% |
| All | +54.7% | +77.4% | -22.7% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling