+214.1%
USB vs PSX
+1,161.5%
-947.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +3.7% |
| 7D | +2.4% | -5.2% | +7.6% | +4.4% |
| 30D | +6.6% | -3.7% | +10.3% | +7.6% |
| 3M | -4.1% | +26.8% | -30.9% | -14.0% |
| 6M | +12.5% | +47.3% | -34.8% | -6.0% |
| YTD | +17.6% | +105.4% | -87.8% | -15.9% |
| 1Y | +36.5% | +96.9% | -60.4% | -0.8% |
| 3Y | +95.4% | +145.4% | -50.0% | +25.7% |
| 5Y | +26.1% | +304.9% | -278.8% | -37.7% |
| 10Y | +101.3% | +379.9% | -278.6% | -15.1% |
| All | +214.1% | +1,161.5% | -947.4% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling