+1,135.8%
URI vs PSLV
+142.8%
+993.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.9% |
| 7D | +6.7% | -6.3% | +13.0% | +7.9% |
| 30D | +8.9% | -12.7% | +21.5% | +11.3% |
| 3M | +0.5% | -24.7% | +25.3% | +5.3% |
| 6M | +20.7% | -44.6% | +65.3% | +32.6% |
| YTD | +40.0% | -33.3% | +73.3% | +41.9% |
| 1Y | +34.4% | -8.6% | +43.0% | +25.3% |
| 3Y | +149.5% | +108.2% | +41.3% | +82.9% |
| 5Y | +205.6% | +79.1% | +126.5% | +128.5% |
| All | +1,135.8% | +142.8% | +993.1% | +666.0% |
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