-75.6%
PSKY vs URA
+369.2%
-444.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.0% | -5.0% |
| 7D | -6.8% | +5.7% | -12.6% | -8.4% |
| 30D | +10.2% | +5.6% | +4.7% | +8.3% |
| 3M | +0.3% | +6.2% | -5.9% | -2.2% |
| 6M | -7.8% | -8.2% | +0.5% | -6.9% |
| YTD | -23.0% | +9.7% | -32.6% | -27.9% |
| 1Y | -31.6% | +17.0% | -48.6% | -38.4% |
| 3Y | -21.3% | +118.5% | -139.8% | -46.8% |
| 5Y | -71.5% | +134.3% | -205.8% | -82.3% |
| 10Y | -75.6% | +377.5% | -453.1% | -90.7% |
| All | -75.6% | +369.2% | -444.9% | -90.7% |
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 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