+101.3%
PSA vs URA
+369.2%
-268.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.2% |
| 7D | -2.2% | +5.7% | -8.0% | -2.8% |
| 30D | -9.6% | +5.6% | -15.1% | -10.1% |
| 3M | -7.9% | +6.2% | -14.1% | -8.8% |
| 6M | -2.0% | -8.2% | +6.2% | -1.6% |
| YTD | +15.7% | +9.7% | +6.1% | +13.5% |
| 1Y | +5.8% | +17.0% | -11.2% | +2.3% |
| 3Y | +21.6% | +118.5% | -96.9% | +6.1% |
| 5Y | +13.1% | +134.3% | -121.2% | -4.5% |
| 10Y | +101.3% | +377.5% | -276.2% | +41.6% |
| All | +101.3% | +369.2% | -268.0% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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