-100.0%
SQQQ vs PSKY
+8.4%
-108.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.2% | -2.1% |
| 7D | -2.7% | -6.8% | +4.1% | -6.3% |
| 30D | +2.4% | +10.2% | -7.8% | +8.5% |
| 3M | -8.0% | +0.3% | -8.3% | -7.0% |
| 6M | -43.9% | -7.8% | -36.2% | -44.9% |
| YTD | -42.2% | -23.0% | -19.3% | -48.3% |
| 1Y | -51.8% | -31.6% | -20.1% | -58.9% |
| 3Y | -89.7% | -21.3% | -68.4% | -89.4% |
| 5Y | -94.7% | -71.5% | -23.2% | -96.3% |
| 10Y | -100.0% | -75.6% | -24.3% | -100.0% |
| All | -100.0% | +8.4% | -108.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling