+747.9%
PH vs URA
+278.3%
+469.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.5% | +1.4% |
| 7D | +2.0% | -4.1% | +6.1% | +3.3% |
| 30D | -3.7% | -19.0% | +15.3% | +3.0% |
| 3M | -14.0% | -25.1% | +11.1% | -6.2% |
| 6M | +2.1% | -44.5% | +46.6% | +21.8% |
| YTD | +5.1% | -24.3% | +29.4% | +10.3% |
| 1Y | +10.9% | -28.1% | +39.1% | +17.9% |
| 3Y | +132.9% | +40.7% | +92.3% | +80.3% |
| 5Y | +200.1% | +35.5% | +164.6% | +124.0% |
| All | +747.9% | +278.3% | +469.7% | +224.1% |
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