-19.9%
USAR vs PSA
+26.1%
-46.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.2% |
| 7D | +8.8% | -2.1% | +10.9% | +9.1% |
| 30D | -28.5% | +15.6% | -44.0% | -30.4% |
| 3M | -56.2% | +4.1% | -60.2% | -56.6% |
| 6M | -68.4% | +9.2% | -77.6% | -69.3% |
| YTD | -32.2% | +32.3% | -64.5% | -37.1% |
| 1Y | -52.3% | +26.2% | -78.5% | -55.5% |
| 3Y | -21.2% | +53.7% | -74.9% | -24.9% |
| All | -19.9% | +26.1% | -46.0% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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