-96.6%
PSQH vs SPY
+88.6%
-185.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.3% |
| 7D | -10.2% | -0.8% | -9.4% | -9.6% |
| 30D | +37.7% | -1.1% | +38.8% | +39.1% |
| 3M | -35.2% | +3.9% | -39.0% | -36.5% |
| 6M | -49.4% | +13.6% | -63.0% | -52.9% |
| YTD | -68.1% | +12.7% | -80.8% | -70.0% |
| 1Y | -83.4% | +17.5% | -100.9% | -84.6% |
| 3Y | -97.2% | +76.9% | -174.1% | -97.5% |
| 5Y | -96.6% | +83.6% | -180.2% | -97.0% |
| All | -96.6% | +88.6% | -185.2% | -97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling