+417.0%
PSA vs URA
-31.1%
+448.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -3.7% | +1.1% | -4.7% | -3.8% |
| 30D | -7.7% | +7.4% | -15.1% | -8.8% |
| 3M | -0.6% | -8.4% | +7.8% | +0.1% |
| 6M | -0.9% | -12.7% | +11.8% | +0.2% |
| YTD | +18.7% | +7.8% | +10.9% | +15.8% |
| 1Y | +7.6% | +19.5% | -11.8% | +2.6% |
| 3Y | +23.7% | +116.4% | -92.8% | +4.4% |
| 5Y | +13.7% | +134.3% | -120.6% | -8.2% |
| 10Y | +98.9% | +359.3% | -260.4% | +32.8% |
| All | +417.0% | -31.1% | +448.1% | +393.7% |
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