-46.2%
PSQ vs SPY
+81.8%
-127.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | -0.7% |
| 7D | -1.5% | +0.5% | -2.0% | -0.8% |
| 30D | +1.0% | -0.9% | +1.9% | -0.2% |
| 3M | -0.2% | +3.9% | -4.0% | +5.6% |
| 6M | -16.1% | +14.5% | -30.6% | +1.2% |
| YTD | -13.5% | +12.9% | -26.4% | +2.9% |
| 1Y | -17.5% | +19.4% | -36.9% | +5.8% |
| 3Y | -43.0% | +78.5% | -121.5% | +30.8% |
| 5Y | -46.2% | +81.8% | -127.9% | +39.6% |
| All | -46.2% | +81.8% | -127.9% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling