+67.7%
USAR vs PSKY
-21.8%
+89.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.4% | +2.0% | -3.3% |
| 7D | -4.4% | -6.8% | +2.4% | -4.3% |
| 30D | -10.4% | +10.2% | -20.6% | -10.5% |
| 3M | -18.4% | +0.3% | -18.7% | -18.4% |
| 6M | -8.8% | -7.8% | -1.1% | -8.8% |
| YTD | +43.4% | -23.0% | +66.3% | +43.5% |
| 1Y | +21.0% | -31.6% | +52.6% | +21.5% |
| All | +67.7% | -21.8% | +89.6% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 3y: compounded portfolio wealth divided by compounded PSKY 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…
3y analysis · Full analysis span regression · 6 months rolling