-100.0%
SQQQ vs PSLV
+109.5%
-209.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.5% |
| 7D | +1.8% | -3.5% | +5.3% | +0.6% |
| 30D | +4.2% | -2.1% | +6.3% | +3.7% |
| 3M | -3.3% | -1.6% | -1.6% | -2.2% |
| 6M | -43.6% | -25.5% | -18.2% | -46.5% |
| YTD | -41.9% | -11.4% | -30.5% | -38.9% |
| 1Y | -50.6% | +48.6% | -99.2% | -36.3% |
| 3Y | -89.3% | +166.9% | -256.2% | -82.1% |
| 5Y | -94.8% | +152.4% | -247.2% | -91.0% |
| 10Y | -100.0% | +187.8% | -287.7% | -99.9% |
| All | -100.0% | +109.5% | -209.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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