-97.2%
PSQ vs SPY
+775.6%
-872.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.2% |
| 7D | +1.2% | -0.6% | +1.8% | +1.0% |
| 30D | +10.9% | -3.7% | +14.6% | +7.3% |
| 3M | +7.2% | -2.7% | +9.9% | +4.9% |
| 6M | +5.6% | +2.2% | +3.5% | +9.8% |
| YTD | -7.9% | +10.8% | -18.7% | +5.1% |
| 1Y | -6.1% | +11.2% | -17.3% | +7.8% |
| 3Y | -38.9% | +76.5% | -115.3% | +20.6% |
| 5Y | -41.0% | +72.9% | -113.9% | +26.5% |
| 10Y | -86.1% | +304.8% | -390.9% | -17.5% |
| All | -97.2% | +775.6% | -872.8% | -46.4% |
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