+25.1%
USB vs PSA
+29.1%
-4.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | +1.4% | +0.8% | +0.7% | +1.1% |
| 30D | +6.4% | +15.9% | -9.5% | +0.2% |
| 3M | -4.5% | +4.2% | -8.7% | -6.2% |
| 6M | +11.4% | +10.1% | +1.2% | +6.8% |
| YTD | +17.1% | +33.3% | -16.2% | +3.2% |
| 1Y | +32.6% | +28.2% | +4.3% | +18.7% |
| 3Y | +101.8% | +54.9% | +47.0% | +64.6% |
| 5Y | +25.1% | +28.3% | -3.2% | +2.8% |
| All | +25.1% | +29.1% | -4.0% | +2.8% |
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 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