+8,200.6%
USB vs PSA
+16,279.7%
-8,079.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.6% |
| 7D | +2.4% | +10.5% | -8.2% | -2.3% |
| 30D | +6.6% | +21.7% | -15.1% | -2.8% |
| 3M | -4.1% | +6.1% | -10.2% | -6.8% |
| 6M | +12.5% | +18.3% | -5.9% | +3.6% |
| YTD | +17.6% | +36.1% | -18.4% | +1.1% |
| 1Y | +36.5% | +29.3% | +7.2% | +20.0% |
| 3Y | +95.4% | +52.7% | +42.7% | +56.7% |
| 5Y | +26.1% | +28.8% | -2.7% | +7.1% |
| 10Y | +101.3% | +149.6% | -48.4% | +20.1% |
| All | +8,200.6% | +16,279.7% | -8,079.1% | +1,979.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling