+5,482.8%
URI vs PSLV
+117.0%
+5,365.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | -2.0% | -0.6% | -1.3% | -1.9% |
| 30D | -12.9% | +7.3% | -20.2% | -13.9% |
| 3M | -6.7% | -7.4% | +0.7% | -6.0% |
| 6M | +19.0% | -20.3% | +39.3% | +21.8% |
| YTD | +25.5% | -8.2% | +33.8% | +22.8% |
| 1Y | +5.5% | +57.9% | -52.4% | -6.3% |
| 3Y | +111.3% | +162.1% | -50.8% | +70.2% |
| 5Y | +198.6% | +151.2% | +47.4% | +139.3% |
| 10Y | +1,179.9% | +191.7% | +988.2% | +881.7% |
| All | +5,482.8% | +117.0% | +5,365.8% | +3,912.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling