+69.4%
USAR vs PSLV
+161.1%
-91.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.8% | -4.3% |
| 7D | -4.4% | +3.3% | -7.8% | -5.7% |
| 30D | -10.4% | +2.1% | -12.5% | -11.1% |
| 3M | -18.4% | +7.1% | -25.5% | -20.5% |
| 6M | -8.8% | -21.6% | +12.8% | -2.7% |
| YTD | +43.4% | -6.7% | +50.1% | +45.4% |
| 1Y | +21.0% | +59.3% | -38.3% | +17.0% |
| 3Y | +67.7% | +182.1% | -114.3% | +61.9% |
| All | +69.4% | +161.1% | -91.7% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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