-87.1%
PSQ vs SPY
+312.5%
-399.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | -0.2% |
| 7D | -0.9% | -0.4% | -0.6% | -1.3% |
| 30D | +1.0% | -1.4% | +2.4% | -0.5% |
| 3M | -1.0% | +3.7% | -4.7% | +4.1% |
| 6M | -14.7% | +13.0% | -27.7% | -0.1% |
| YTD | -13.2% | +12.4% | -25.6% | +1.4% |
| 1Y | -17.0% | +18.5% | -35.6% | +3.6% |
| 3Y | -42.8% | +77.6% | -120.4% | +21.9% |
| 5Y | -46.2% | +81.7% | -127.8% | +31.1% |
| 10Y | -87.1% | +319.7% | -406.8% | -5.2% |
| All | -87.1% | +312.5% | -399.6% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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