+32.4%
USB vs PSX
+90.8%
-58.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.1% |
| 7D | -0.5% | -0.4% | -0.2% | -0.6% |
| 30D | +5.7% | -8.1% | +13.8% | +5.6% |
| 3M | -4.7% | +15.9% | -20.6% | -5.2% |
| 6M | +13.4% | +49.4% | -36.0% | +11.8% |
| YTD | +17.0% | +104.7% | -87.7% | +6.8% |
| 1Y | +32.4% | +89.1% | -56.7% | +23.4% |
| All | +32.4% | +90.8% | -58.4% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling