-96.8%
PSQ vs VT
+345.0%
-441.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.1% | +10.4% | +2.4% |
| 7D | +10.0% | -4.2% | +14.1% | +5.9% |
| 30D | +17.0% | -5.8% | +22.8% | +11.0% |
| 3M | +11.1% | -5.2% | +16.4% | +6.3% |
| 6M | +5.4% | +0.1% | +5.3% | +7.2% |
| YTD | -4.1% | +8.2% | -12.3% | +5.9% |
| 1Y | -2.1% | +10.1% | -12.3% | +10.1% |
| 3Y | -38.1% | +69.7% | -107.7% | +9.9% |
| 5Y | -37.1% | +53.4% | -90.5% | +11.4% |
| 10Y | -85.8% | +219.2% | -305.0% | -44.9% |
| All | -96.8% | +345.0% | -441.8% | -77.4% |
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