-94.8%
SQQQ vs PM
+132.5%
-227.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.4% |
| 7D | +1.8% | +4.7% | -2.9% | +3.0% |
| 30D | +4.2% | +2.6% | +1.5% | +4.8% |
| 3M | -3.3% | +6.6% | -9.8% | -1.8% |
| 6M | -43.6% | +16.5% | -60.1% | -40.7% |
| YTD | -41.9% | +21.2% | -63.1% | -37.5% |
| 1Y | -50.6% | +17.9% | -68.5% | -48.1% |
| 3Y | -89.3% | +129.8% | -219.1% | -81.1% |
| All | -94.8% | +132.5% | -227.3% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling