-100.0%
SQQQ vs PM
+751.7%
-851.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +1.5% |
| 7D | -4.2% | -1.3% | -2.9% | -5.3% |
| 30D | +2.4% | -2.6% | +5.0% | -0.2% |
| 3M | -5.7% | +5.8% | -11.5% | -2.3% |
| 6M | -46.6% | +10.6% | -57.1% | -42.4% |
| YTD | -42.7% | +17.2% | -59.9% | -34.3% |
| 1Y | -52.6% | +17.6% | -70.2% | -46.2% |
| 3Y | -89.8% | +124.3% | -214.1% | -75.1% |
| 5Y | -94.7% | +125.1% | -219.8% | -85.7% |
| 10Y | -100.0% | +198.6% | -298.6% | -99.8% |
| All | -100.0% | +751.7% | -851.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling