+2,592.1%
TQQQ vs PR
+152.2%
+2,439.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | -6.6% | -9.5% | +2.9% | -5.0% |
| 30D | -30.4% | -5.7% | -24.7% | -29.8% |
| 3M | -23.2% | +3.0% | -26.2% | -23.9% |
| 6M | -25.5% | +11.8% | -37.4% | -27.5% |
| YTD | +7.9% | +58.5% | -50.6% | -1.9% |
| 1Y | +1.1% | +69.9% | -68.8% | -9.3% |
| 3Y | +186.6% | +84.9% | +101.7% | +155.1% |
| 5Y | +49.5% | +246.4% | -196.9% | +20.5% |
| 10Y | +2,312.6% | +70.3% | +2,242.3% | +2,621.3% |
| All | +2,592.1% | +152.2% | +2,439.9% | +2,869.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling