+130.4%
PSA vs URA
+272.2%
-141.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.3% |
| 7D | -2.1% | +4.5% | -6.6% | -2.6% |
| 30D | +15.6% | -13.4% | +29.0% | +17.1% |
| 3M | +4.1% | -28.4% | +32.5% | +7.4% |
| 6M | +9.2% | -40.5% | +49.6% | +14.6% |
| YTD | +32.3% | -24.3% | +56.6% | +34.5% |
| 1Y | +26.2% | -28.8% | +55.0% | +29.0% |
| 3Y | +53.7% | +37.6% | +16.1% | +41.3% |
| 5Y | +26.6% | +30.7% | -4.1% | +14.4% |
| All | +130.4% | +272.2% | -141.8% | +63.8% |
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