+22.0%
USB vs PSX
+274.8%
-252.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | 0.0% | -13.1% | +13.1% | +4.3% |
| 30D | +5.8% | -9.5% | +15.4% | +8.7% |
| 3M | -6.0% | +20.2% | -26.2% | -12.2% |
| 6M | +7.8% | +44.9% | -37.1% | -6.0% |
| YTD | +14.6% | +94.4% | -79.8% | -11.5% |
| 1Y | +31.8% | +83.1% | -51.3% | +3.9% |
| 3Y | +91.5% | +132.2% | -40.6% | +34.9% |
| All | +22.0% | +274.8% | -252.8% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling