+695.9%
PH vs URA
+266.3%
+429.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +4.3% | -1.5% | +5.9% | +4.8% |
| 30D | +0.1% | -10.4% | +10.6% | +3.6% |
| 3M | -9.4% | -29.6% | +20.3% | +0.9% |
| 6M | +8.8% | -40.3% | +49.0% | +26.6% |
| YTD | +9.6% | -25.5% | +35.1% | +15.6% |
| 1Y | +14.4% | -26.4% | +40.9% | +20.6% |
| 3Y | +134.5% | +31.4% | +103.1% | +86.3% |
| 5Y | +204.4% | +28.6% | +175.8% | +132.5% |
| All | +695.9% | +266.3% | +429.6% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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