+193.4%
PSX vs USAR
+68.6%
+124.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.6% |
| 7D | +1.8% | -4.4% | +6.3% | +1.8% |
| 30D | +21.6% | -10.4% | +32.0% | +21.6% |
| 3M | +46.5% | -18.4% | +64.8% | +46.4% |
| 6M | +62.0% | -8.8% | +70.8% | +61.8% |
| YTD | +106.3% | +43.4% | +63.0% | +105.5% |
| 1Y | +103.0% | +21.0% | +82.0% | +102.5% |
| 3Y | +135.5% | +67.7% | +67.8% | +129.6% |
| All | +193.4% | +68.6% | +124.8% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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