+212.4%
URI vs PSLV
+161.1%
+51.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.1% |
| 7D | +5.0% | +3.3% | +1.7% | +4.6% |
| 30D | -9.4% | +2.1% | -11.5% | -9.6% |
| 3M | -5.8% | +7.1% | -13.0% | -6.7% |
| 6M | +25.8% | -21.6% | +47.4% | +28.5% |
| YTD | +27.9% | -6.7% | +34.6% | +23.2% |
| 1Y | +9.7% | +59.3% | -49.6% | -5.3% |
| 3Y | +128.0% | +182.1% | -54.1% | +71.4% |
| 5Y | +212.4% | +162.6% | +49.8% | +123.8% |
| All | +212.4% | +161.1% | +51.3% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling