+370.1%
PSX vs URA
+371.9%
-1.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.7% |
| 7D | +2.8% | +8.1% | -5.3% | +0.5% |
| 30D | +27.8% | +5.8% | +22.0% | +25.3% |
| 3M | +42.0% | +3.4% | +38.6% | +39.1% |
| 6M | +58.1% | -2.6% | +60.7% | +54.5% |
| YTD | +105.0% | +11.2% | +93.9% | +89.0% |
| 1Y | +104.9% | +19.8% | +85.1% | +79.9% |
| 3Y | +134.1% | +121.5% | +12.6% | +53.2% |
| 5Y | +363.8% | +134.5% | +229.4% | +175.6% |
| 10Y | +370.1% | +376.7% | -6.6% | +84.3% |
| All | +370.1% | +371.9% | -1.8% | +84.3% |
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