-19.0%
USAR vs PSA
+25.8%
-44.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.8% | -1.4% | +0.7% | -0.5% |
| 30D | -20.9% | +15.2% | -36.1% | -23.0% |
| 3M | -56.2% | +2.2% | -58.4% | -56.4% |
| 6M | -67.9% | +11.7% | -79.6% | -69.0% |
| YTD | -31.4% | +32.0% | -63.4% | -36.4% |
| 1Y | -45.1% | +26.3% | -71.3% | -48.7% |
| 3Y | -20.3% | +52.4% | -72.7% | -24.0% |
| All | -19.0% | +25.8% | -44.8% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling