+747.9%
PH vs URI
+1,374.0%
-626.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.7% | +2.3% |
| 7D | +2.0% | -9.8% | +11.8% | +7.6% |
| 30D | -3.7% | +1.7% | -5.4% | -5.0% |
| 3M | -14.0% | -9.1% | -5.0% | -10.3% |
| 6M | +2.1% | +9.9% | -7.7% | -4.6% |
| YTD | +5.1% | +31.2% | -26.2% | -14.1% |
| 1Y | +10.9% | +25.9% | -15.0% | -7.3% |
| 3Y | +132.9% | +147.4% | -14.4% | +27.4% |
| 5Y | +200.1% | +179.7% | +20.3% | +47.1% |
| All | +747.9% | +1,374.0% | -626.1% | +72.3% |
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 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