+128.0%
URI vs PSKY
-39.6%
+167.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | -1.6% |
| 7D | -2.5% | -24.6% | +22.0% | -1.9% |
| 30D | +3.6% | -36.1% | +39.7% | +4.5% |
| 3M | +8.1% | -34.7% | +42.9% | +8.8% |
| 6M | +32.9% | -40.5% | +73.5% | +34.6% |
| YTD | +28.0% | -47.7% | +75.7% | +30.8% |
| 1Y | +3.2% | -58.4% | +61.6% | +8.0% |
| All | +128.0% | -39.6% | +167.6% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 3y: compounded portfolio wealth divided by compounded PSKY 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…
3y analysis · Full analysis span regression · 6 months rolling