+184.7%
PSX vs USAR
-13.4%
+198.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.5% | -3.5% | +3.0% |
| 7D | -8.0% | -1.1% | -6.9% | -8.0% |
| 30D | -9.0% | -30.3% | +21.2% | -9.2% |
| 3M | +24.7% | -54.7% | +79.4% | +24.5% |
| 6M | +49.3% | -67.5% | +116.8% | +49.1% |
| YTD | +100.2% | -26.4% | +126.6% | +99.0% |
| 1Y | +88.8% | -49.5% | +138.4% | +87.8% |
| 3Y | +152.5% | -14.5% | +166.9% | +146.8% |
| All | +184.7% | -13.4% | +198.1% | +170.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling