+91.7%
USB vs PSX
+348.3%
-256.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | 0.0% | -13.1% | +13.1% | +6.3% |
| 30D | +5.8% | -9.5% | +15.4% | +10.0% |
| 3M | -6.0% | +20.2% | -26.2% | -14.6% |
| 6M | +7.8% | +44.9% | -37.1% | -10.9% |
| YTD | +14.6% | +94.4% | -79.8% | -19.0% |
| 1Y | +31.8% | +83.1% | -51.3% | -4.4% |
| 3Y | +91.5% | +132.2% | -40.6% | +19.9% |
| 5Y | +22.0% | +278.8% | -256.8% | -43.6% |
| All | +91.7% | +348.3% | -256.6% | -32.7% |
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