-97.4%
PSQ vs SPY
+797.0%
-894.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.1% |
| 30D | +0.2% | +0.1% | +0.2% | +0.4% |
| 3M | +3.0% | +2.0% | +1.1% | +6.1% |
| 6M | -14.6% | +13.0% | -27.6% | -1.5% |
| YTD | -13.5% | +13.5% | -27.0% | +0.5% |
| 1Y | -18.0% | +20.0% | -37.9% | +1.5% |
| 3Y | -42.1% | +77.2% | -119.3% | +14.4% |
| 5Y | -46.1% | +81.9% | -128.0% | +21.2% |
| 10Y | -86.9% | +314.1% | -400.9% | -20.6% |
| All | -97.4% | +797.0% | -894.4% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling