+101.2%
TQQQ vs PR
+409.5%
-308.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.8% |
| 7D | +4.4% | -0.6% | +4.9% | +4.6% |
| 30D | -3.1% | +17.4% | -20.5% | -9.9% |
| 3M | -5.2% | +21.8% | -26.9% | -14.3% |
| 6M | +52.4% | +27.6% | +24.8% | +32.3% |
| YTD | +37.4% | +71.4% | -34.0% | +2.8% |
| 1Y | +56.0% | +78.3% | -22.4% | +13.3% |
| 3Y | +268.7% | +85.5% | +183.2% | +159.3% |
| 5Y | +101.2% | +422.7% | -321.4% | -7.0% |
| All | +101.2% | +409.5% | -308.2% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling