-100.0%
SQQQ vs PSKY
-74.6%
-25.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -1.7% |
| 7D | +1.8% | -2.4% | +4.2% | +0.9% |
| 30D | +4.2% | +11.6% | -7.4% | +9.1% |
| 3M | -3.3% | +1.5% | -4.8% | -2.0% |
| 6M | -43.6% | +7.7% | -51.4% | -40.7% |
| YTD | -41.9% | -20.1% | -21.8% | -45.3% |
| 1Y | -50.6% | -38.3% | -12.4% | -57.7% |
| 3Y | -89.3% | -17.7% | -71.6% | -88.5% |
| 5Y | -94.8% | -69.9% | -24.9% | -95.6% |
| All | -100.0% | -74.6% | -25.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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