+99.6%
TQQQ vs PM
+132.4%
-32.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -3.8% |
| 7D | -3.9% | +1.9% | -5.8% | -4.4% |
| 30D | -5.3% | +1.9% | -7.2% | -5.9% |
| 3M | +0.1% | +4.6% | -4.4% | -2.1% |
| 6M | +40.7% | +11.7% | +29.0% | +32.8% |
| YTD | +31.8% | +20.4% | +11.4% | +20.3% |
| 1Y | +48.2% | +19.0% | +29.3% | +35.0% |
| 3Y | +253.6% | +130.4% | +123.2% | +87.9% |
| 5Y | +99.6% | +131.5% | -31.9% | +9.3% |
| All | +99.6% | +132.4% | -32.8% | +9.3% |
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