-100.0%
SQQQ vs PSA
+102.6%
-202.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.0% |
| 7D | +1.8% | -1.8% | +3.6% | +0.1% |
| 30D | +4.2% | -8.4% | +12.5% | -3.8% |
| 3M | -3.3% | -7.8% | +4.6% | -11.0% |
| 6M | -43.6% | +0.8% | -44.4% | -42.6% |
| YTD | -41.9% | +16.5% | -58.4% | -31.8% |
| 1Y | -50.6% | +4.7% | -55.3% | -47.9% |
| 3Y | -89.3% | +21.1% | -110.4% | -85.6% |
| 5Y | -94.8% | +14.2% | -109.0% | -92.2% |
| All | -100.0% | +102.6% | -202.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling