-86.1%
PSQ vs VT
+217.6%
-303.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.1% |
| 7D | +1.2% | -0.1% | +1.3% | +1.4% |
| 30D | +10.9% | -3.1% | +14.0% | +7.5% |
| 3M | +7.2% | -3.5% | +10.7% | +3.6% |
| 6M | +5.6% | +0.5% | +5.2% | +8.2% |
| YTD | -7.9% | +10.8% | -18.7% | +6.9% |
| 1Y | -6.1% | +11.9% | -18.0% | +10.5% |
| 3Y | -38.9% | +73.0% | -111.8% | +26.8% |
| 5Y | -41.0% | +58.6% | -99.6% | +23.1% |
| 10Y | -86.1% | +219.2% | -305.3% | -27.9% |
| All | -86.1% | +217.6% | -303.7% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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