+19.3%
PH vs URI
+33.3%
-13.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.4% | +0.7% | -2.8% |
| 7D | -0.2% | -4.3% | +4.1% | +0.8% |
| 30D | -6.7% | +4.6% | -11.3% | -7.5% |
| 3M | -8.1% | -2.1% | -6.0% | -7.8% |
| 6M | +5.3% | +21.9% | -16.6% | +1.5% |
| YTD | +4.2% | +39.7% | -35.5% | -6.0% |
| 1Y | +19.3% | +32.9% | -13.5% | +10.3% |
| All | +19.3% | +33.3% | -13.9% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling