+31.1%
USB vs PSA
+25.5%
+5.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +1.2% | -2.1% | +3.3% | +2.0% |
| 30D | +6.3% | +15.6% | -9.3% | +1.0% |
| 3M | -6.1% | +4.1% | -10.2% | -7.8% |
| 6M | +13.0% | +9.2% | +3.8% | +9.0% |
| YTD | +16.6% | +32.3% | -15.8% | +3.9% |
| 1Y | +31.1% | +26.2% | +5.0% | +19.8% |
| All | +31.1% | +25.5% | +5.6% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling