-96.5%
PSQH vs SPY
+89.0%
-185.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.5% | -7.6% | -7.8% |
| 7D | +0.8% | +0.5% | +0.3% | +0.4% |
| 30D | +15.6% | -0.9% | +16.5% | +16.7% |
| 3M | -33.3% | +3.9% | -37.2% | -34.7% |
| 6M | -44.9% | +14.5% | -59.4% | -49.0% |
| YTD | -67.4% | +12.9% | -80.3% | -69.4% |
| 1Y | -80.2% | +19.4% | -99.6% | -81.9% |
| 3Y | -97.2% | +78.5% | -175.6% | -97.5% |
| 5Y | -96.5% | +81.8% | -178.3% | -96.9% |
| All | -96.5% | +89.0% | -185.5% | -96.9% |
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