+330.2%
USB vs PSLV
+117.0%
+213.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +1.4% | -0.6% | +2.1% | +1.5% |
| 30D | -1.3% | +7.3% | -8.6% | -1.6% |
| 3M | +15.2% | -7.4% | +22.7% | +15.5% |
| 6M | +18.8% | -20.3% | +39.1% | +19.6% |
| YTD | +21.0% | -8.2% | +29.3% | +20.3% |
| 1Y | +34.0% | +57.9% | -23.9% | +29.7% |
| 3Y | +95.3% | +162.1% | -66.8% | +84.0% |
| 5Y | +40.4% | +151.2% | -110.8% | +32.0% |
| 10Y | +107.3% | +191.7% | -84.4% | +91.0% |
| All | +330.2% | +117.0% | +213.2% | +278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling