-70.3%
PSKY vs URA
+131.0%
-201.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.3% |
| 7D | +2.4% | +8.1% | -5.7% | +0.4% |
| 30D | +17.5% | +5.8% | +11.8% | +15.8% |
| 3M | +4.4% | +3.4% | +1.0% | +3.1% |
| 6M | -9.0% | -2.6% | -6.4% | -9.7% |
| YTD | -18.6% | +11.2% | -29.8% | -23.0% |
| 1Y | -27.7% | +19.8% | -47.6% | -34.0% |
| 3Y | -16.9% | +121.5% | -138.3% | -41.1% |
| 5Y | -70.3% | +134.5% | -204.7% | -80.5% |
| All | -70.3% | +131.0% | -201.3% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling