+107.1%
PSA vs USHY
+49.7%
+57.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.8% | -0.7% | -1.1% | -0.9% |
| 30D | -8.4% | -0.7% | -7.7% | -7.5% |
| 3M | -7.8% | +0.1% | -7.9% | -7.9% |
| 6M | +0.8% | +1.8% | -1.0% | -1.4% |
| YTD | +16.5% | +1.8% | +14.7% | +14.0% |
| 1Y | +4.7% | +3.3% | +1.4% | +0.5% |
| 3Y | +21.1% | +27.0% | -5.9% | -10.0% |
| 5Y | +14.2% | +21.0% | -6.8% | -9.6% |
| All | +107.1% | +49.7% | +57.4% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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