+134.5%
PSA vs URA
+277.9%
-143.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.2% |
| 7D | -2.1% | +2.9% | -4.9% | -2.4% |
| 30D | +16.2% | -10.8% | +27.0% | +17.4% |
| 3M | +4.3% | -25.5% | +29.9% | +7.2% |
| 6M | +9.9% | -41.2% | +51.1% | +15.6% |
| YTD | +33.3% | -21.3% | +54.5% | +35.0% |
| 1Y | +25.8% | -25.7% | +51.5% | +28.1% |
| 3Y | +54.8% | +43.1% | +11.7% | +41.8% |
| 5Y | +27.5% | +35.6% | -8.1% | +14.9% |
| 10Y | +134.5% | +281.3% | -146.8% | +68.6% |
| All | +134.5% | +277.9% | -143.4% | +68.6% |
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