+1,186.2%
URI vs PSLV
+189.7%
+996.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.3% | +1.4% | -3.0% |
| 7D | -0.5% | -4.9% | +4.4% | +0.4% |
| 30D | -13.4% | -1.9% | -11.5% | -13.1% |
| 3M | -6.2% | +4.2% | -10.4% | -7.2% |
| 6M | +28.0% | -27.6% | +55.6% | +33.9% |
| YTD | +23.0% | -11.7% | +34.6% | +19.1% |
| 1Y | +5.5% | +49.3% | -43.8% | -10.6% |
| 3Y | +119.2% | +167.1% | -47.9% | +56.9% |
| 5Y | +201.0% | +151.7% | +49.4% | +114.0% |
| All | +1,186.2% | +189.7% | +996.5% | +683.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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