-85.0%
PSKY vs URA
+315.8%
-400.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -2.9% | -4.1% |
| 7D | -24.6% | -8.9% | -15.6% | -21.7% |
| 30D | -36.1% | -16.0% | -20.1% | -31.8% |
| 3M | -37.1% | -35.8% | -1.3% | -25.9% |
| 6M | -40.5% | -35.9% | -4.6% | -30.2% |
| YTD | -47.7% | -17.1% | -30.6% | -44.6% |
| 1Y | -58.4% | -33.4% | -25.0% | -53.0% |
| 3Y | -40.7% | +62.7% | -103.4% | -54.3% |
| 5Y | -80.0% | +56.7% | -136.7% | -85.2% |
| All | -85.0% | +315.8% | -400.8% | -93.6% |
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