+91.7%
USB vs PSA
+142.4%
-50.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | 0.0% | +3.9% | -3.9% | -1.6% |
| 30D | +5.8% | +19.7% | -13.8% | -1.7% |
| 3M | -6.0% | +4.3% | -10.2% | -7.7% |
| 6M | +7.8% | +11.4% | -3.6% | +2.8% |
| YTD | +14.6% | +33.9% | -19.4% | +0.8% |
| 1Y | +31.8% | +28.3% | +3.5% | +17.9% |
| 3Y | +91.5% | +53.5% | +38.0% | +57.0% |
| 5Y | +22.0% | +30.6% | -8.6% | +4.7% |
| All | +91.7% | +142.4% | -50.7% | +27.1% |
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