+1,112.1%
PSX vs URA
+34.3%
+1,077.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +4.5% | +1.1% | +3.5% | +4.1% |
| 30D | +26.6% | +7.4% | +19.2% | +23.3% |
| 3M | +39.3% | -8.4% | +47.7% | +41.2% |
| 6M | +56.8% | -12.7% | +69.5% | +58.5% |
| YTD | +101.8% | +7.8% | +94.0% | +87.3% |
| 1Y | +99.6% | +19.5% | +80.2% | +74.4% |
| 3Y | +140.3% | +116.4% | +23.9% | +57.9% |
| 5Y | +339.3% | +134.3% | +205.0% | +160.8% |
| 10Y | +369.9% | +359.3% | +10.6% | +88.6% |
| All | +1,112.1% | +34.3% | +1,077.8% | +520.9% |
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