+108.7%
USB vs PSX
+367.4%
-258.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +1.4% | +4.5% | -3.1% | -0.6% |
| 30D | -1.3% | +26.6% | -27.9% | -11.6% |
| 3M | +15.2% | +39.3% | -24.0% | -1.7% |
| 6M | +18.8% | +56.8% | -38.0% | -5.3% |
| YTD | +21.0% | +101.8% | -80.8% | -15.0% |
| 1Y | +34.0% | +99.6% | -65.6% | -5.9% |
| 3Y | +95.3% | +140.3% | -45.0% | +21.4% |
| 5Y | +40.4% | +339.3% | -299.0% | -39.6% |
| All | +108.7% | +367.4% | -258.7% | -26.7% |
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