+187.0%
PSX vs USAR
+74.0%
+113.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | +4.5% | -2.1% | +6.7% | +4.5% |
| 30D | +26.6% | +2.6% | +24.0% | +26.6% |
| 3M | +39.3% | -35.0% | +74.3% | +39.3% |
| 6M | +56.8% | -6.9% | +63.7% | +56.6% |
| YTD | +101.8% | +48.0% | +53.8% | +101.0% |
| 1Y | +99.6% | +24.8% | +74.8% | +99.2% |
| 3Y | +140.3% | +73.2% | +67.1% | +134.2% |
| All | +187.0% | +74.0% | +113.0% | +173.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling