-45.9%
PSKY vs URA
-47.0%
+1.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -2.9% | -5.2% |
| 7D | -24.6% | -8.9% | -15.6% | -26.3% |
| 30D | -36.1% | -16.0% | -20.1% | -38.7% |
| 3M | -85.1% | +312.7% | -397.8% | -24.3% |
| 6M | -85.1% | +312.7% | -397.8% | -24.3% |
| YTD | -85.1% | +312.7% | -397.8% | -24.3% |
| 1Y | -85.1% | +312.7% | -397.8% | -24.3% |
| 3Y | -85.1% | +312.7% | -397.8% | -24.3% |
| 5Y | -85.1% | +312.7% | -397.8% | -24.3% |
| 10Y | -84.4% | +291.1% | -375.5% | -19.0% |
| All | -45.9% | -47.0% | +1.1% | +466.4% |
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