+338.3%
PSX vs URA
+289.1%
+49.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.3% |
| 7D | -7.8% | +0.3% | -8.1% | -7.9% |
| 30D | -9.9% | -14.8% | +4.9% | -6.1% |
| 3M | +16.9% | -25.3% | +42.2% | +25.7% |
| 6M | +48.0% | -39.9% | +87.9% | +67.5% |
| YTD | +98.3% | -22.4% | +120.8% | +101.1% |
| 1Y | +86.2% | -29.0% | +115.1% | +93.3% |
| 3Y | +144.0% | +41.0% | +103.0% | +82.9% |
| 5Y | +287.7% | +38.3% | +249.4% | +178.6% |
| 10Y | +338.3% | +276.1% | +62.3% | +73.6% |
| All | +338.3% | +289.1% | +49.3% | +73.6% |
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