+483.6%
PSA vs URA
-51.6%
+535.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.5% |
| 7D | +3.9% | -4.1% | +8.0% | +4.4% |
| 30D | +19.7% | -19.0% | +38.7% | +22.9% |
| 3M | +4.3% | -25.1% | +29.4% | +8.0% |
| 6M | +11.4% | -44.5% | +55.9% | +19.8% |
| YTD | +33.9% | -24.3% | +58.3% | +36.9% |
| 1Y | +28.3% | -28.1% | +56.4% | +31.7% |
| 3Y | +53.5% | +40.7% | +12.8% | +37.7% |
| 5Y | +30.6% | +35.5% | -4.8% | +14.9% |
| 10Y | +145.8% | +281.2% | -135.4% | +65.8% |
| All | +483.6% | -51.6% | +535.2% | +483.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling