+695.9%
PH vs URI
+1,173.3%
-477.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.6% |
| 7D | +4.3% | +6.7% | -2.4% | +0.7% |
| 30D | +0.1% | +8.9% | -8.7% | -4.8% |
| 3M | -9.4% | +0.5% | -9.9% | -10.4% |
| 6M | +8.8% | +20.7% | -11.9% | -3.5% |
| YTD | +9.6% | +40.0% | -30.4% | -13.7% |
| 1Y | +14.4% | +34.4% | -20.0% | -7.9% |
| 3Y | +134.5% | +149.5% | -14.9% | +26.9% |
| 5Y | +204.4% | +205.6% | -1.1% | +40.8% |
| All | +695.9% | +1,173.3% | -477.5% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling