+800.1%
PH vs URA
+356.0%
+444.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -3.1% | +1.1% | -4.1% | -3.4% |
| 30D | -3.2% | +7.4% | -10.6% | -5.7% |
| 3M | +10.6% | -8.4% | +19.0% | +12.7% |
| 6M | -2.1% | -12.7% | +10.6% | +0.3% |
| YTD | +10.2% | +7.8% | +2.4% | +3.5% |
| 1Y | +28.2% | +19.5% | +8.8% | +13.3% |
| 3Y | +134.9% | +116.4% | +18.5% | +56.9% |
| 5Y | +253.6% | +134.3% | +119.4% | +110.9% |
| All | +800.1% | +356.0% | +444.2% | +226.9% |
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