-100.0%
SQQQ vs PM
+741.6%
-841.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | -2.2% |
| 7D | -0.9% | -4.9% | +3.9% | -5.5% |
| 30D | -0.3% | -3.4% | +3.1% | -3.6% |
| 3M | +2.7% | +5.2% | -2.4% | +5.5% |
| 6M | -43.8% | +3.7% | -47.5% | -43.2% |
| YTD | -42.9% | +15.8% | -58.7% | -35.2% |
| 1Y | -53.5% | +17.4% | -70.9% | -47.3% |
| 3Y | -89.4% | +116.9% | -206.3% | -75.1% |
| 5Y | -94.7% | +117.3% | -212.0% | -86.2% |
| 10Y | -100.0% | +193.8% | -293.7% | -99.8% |
| All | -100.0% | +741.6% | -841.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling