-97.1%
PSQ vs VT
+374.2%
-471.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.2% | +0.4% | -0.6% | +0.3% |
| 30D | +0.2% | +1.0% | -0.7% | +1.2% |
| 3M | +3.0% | +2.4% | +0.7% | +6.3% |
| 6M | -14.6% | +12.0% | -26.6% | -3.4% |
| YTD | -13.5% | +15.3% | -28.8% | +0.9% |
| 1Y | -18.0% | +22.6% | -40.6% | +1.8% |
| 3Y | -42.1% | +74.7% | -116.8% | +5.5% |
| 5Y | -46.1% | +66.1% | -112.2% | +2.6% |
| 10Y | -86.9% | +225.0% | -311.9% | -48.0% |
| All | -97.1% | +374.2% | -471.3% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling