+92.7%
USB vs PSX
+350.7%
-258.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.8% | +0.1% |
| 7D | -1.5% | -9.7% | +8.2% | +2.9% |
| 30D | +4.3% | -8.4% | +12.7% | +7.8% |
| 3M | -6.1% | +22.6% | -28.7% | -15.5% |
| 6M | +9.4% | +38.8% | -29.4% | -7.8% |
| YTD | +15.2% | +95.5% | -80.3% | -18.8% |
| 1Y | +32.8% | +87.1% | -54.4% | -4.7% |
| 3Y | +91.3% | +133.5% | -42.2% | +19.4% |
| 5Y | +22.7% | +280.9% | -258.2% | -43.5% |
| All | +92.7% | +350.7% | -258.0% | -32.6% |
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