-98.8%
PSQH vs VT
+65.6%
-164.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.6% | -16.4% | -16.1% |
| 7D | -42.1% | +0.4% | -42.4% | -42.6% |
| 30D | -55.4% | -2.6% | -52.8% | -54.5% |
| 3M | -61.5% | -3.2% | -58.2% | -60.4% |
| 6M | -84.2% | +0.9% | -85.1% | -84.2% |
| YTD | -89.1% | +11.3% | -100.4% | -89.7% |
| 1Y | -93.8% | +14.0% | -107.8% | -94.2% |
| 3Y | -98.2% | +75.8% | -174.1% | -98.4% |
| 5Y | -98.8% | +57.8% | -156.7% | -99.0% |
| All | -98.8% | +65.6% | -164.5% | -99.0% |
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