+203.4%
URI vs PSKY
-70.3%
+273.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.9% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -12.9% | +24.0% | -36.9% | -16.4% |
| 3M | -6.7% | +2.2% | -8.9% | -7.4% |
| 6M | +19.0% | -9.0% | +28.0% | +19.9% |
| YTD | +25.5% | -18.1% | +43.7% | +28.2% |
| 1Y | +5.5% | -25.1% | +30.6% | +8.3% |
| 3Y | +111.3% | -16.3% | +127.6% | +97.3% |
| All | +203.4% | -70.3% | +273.7% | +322.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling