+84.9%
USB vs PSX
+342.3%
-257.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +1.4% | -7.8% | +9.2% | +5.0% |
| 30D | +6.4% | -9.9% | +16.3% | +10.8% |
| 3M | -4.5% | +16.9% | -21.4% | -12.0% |
| 6M | +11.4% | +48.0% | -36.6% | -8.7% |
| YTD | +17.1% | +98.3% | -81.3% | -17.9% |
| 1Y | +32.6% | +86.2% | -53.6% | -4.4% |
| 3Y | +101.8% | +144.0% | -42.1% | +23.5% |
| 5Y | +25.1% | +287.7% | -262.6% | -42.7% |
| 10Y | +84.9% | +338.3% | -253.5% | -33.3% |
| All | +84.9% | +342.3% | -257.5% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling