+99.8%
PSLV vs URA
-29.0%
+128.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.9% | -1.7% |
| 7D | +2.7% | +8.1% | -5.4% | +0.2% |
| 30D | +3.5% | +5.8% | -2.3% | +1.6% |
| 3M | +0.3% | +3.4% | -3.2% | -0.8% |
| 6M | -21.0% | -2.6% | -18.4% | -20.3% |
| YTD | -8.9% | +11.2% | -20.1% | -10.3% |
| 1Y | +54.0% | +19.8% | +34.1% | +47.4% |
| 3Y | +175.4% | +121.5% | +54.0% | +118.8% |
| 5Y | +157.7% | +134.5% | +23.2% | +93.0% |
| 10Y | +184.9% | +376.7% | -191.8% | +65.2% |
| All | +99.8% | -29.0% | +128.8% | +97.1% |
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