+33.6%
USB vs PSLV
+54.2%
-20.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | +2.1% | +2.7% | -0.6% | +2.0% |
| 30D | -2.3% | +3.5% | -5.7% | -2.3% |
| 3M | +13.9% | +0.3% | +13.6% | +13.8% |
| 6M | +21.6% | -21.0% | +42.6% | +21.8% |
| YTD | +19.3% | -8.9% | +28.3% | +18.1% |
| 1Y | +33.6% | +54.0% | -20.4% | +38.1% |
| All | +33.6% | +54.2% | -20.6% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PSLV 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling