+25.3%
USB vs PSA
+28.1%
-2.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.8% |
| 7D | +2.4% | +10.5% | -8.2% | -1.7% |
| 30D | +6.6% | +21.7% | -15.1% | -1.6% |
| 3M | -4.1% | +6.1% | -10.2% | -6.5% |
| 6M | +12.5% | +18.3% | -5.9% | +4.7% |
| YTD | +17.6% | +36.1% | -18.4% | +2.9% |
| 1Y | +36.5% | +29.3% | +7.2% | +21.8% |
| 3Y | +95.4% | +52.7% | +42.7% | +60.1% |
| All | +25.3% | +28.1% | -2.8% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling