-40.0%
PSKY vs URA
+54.5%
-94.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -2.9% | -4.0% |
| 7D | -24.6% | -8.9% | -15.6% | -21.2% |
| 30D | -36.1% | -16.0% | -20.1% | -31.1% |
| 3M | -53.4% | -22.4% | -31.0% | -46.0% |
| 6M | -53.4% | -22.4% | -31.0% | -46.0% |
| YTD | -53.4% | -22.4% | -31.0% | -46.0% |
| 1Y | -58.4% | -33.4% | -25.0% | -50.5% |
| All | -40.0% | +54.5% | -94.5% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling