+89.2%
USB vs PSA
+140.2%
-51.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +0.8% | +1.5% | -0.7% | +0.2% |
| 30D | +6.8% | +16.7% | -9.9% | +0.2% |
| 3M | -3.8% | +4.0% | -7.8% | -5.5% |
| 6M | +11.7% | +10.9% | +0.9% | +6.8% |
| YTD | +17.5% | +34.2% | -16.7% | +3.2% |
| 1Y | +33.8% | +26.6% | +7.1% | +20.3% |
| 3Y | +104.2% | +54.7% | +49.5% | +66.9% |
| 5Y | +26.4% | +30.0% | -3.6% | +8.7% |
| 10Y | +89.2% | +132.7% | -43.5% | +25.1% |
| All | +89.2% | +140.2% | -51.0% | +25.1% |
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