+710.0%
PH vs URI
+1,246.1%
-536.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | -1.4% |
| 7D | +6.9% | +2.6% | +4.3% | +5.2% |
| 30D | +1.7% | +9.1% | -7.4% | -3.4% |
| 3M | -8.1% | +1.0% | -9.1% | -9.4% |
| 6M | +11.5% | +23.3% | -11.9% | -2.2% |
| YTD | +11.4% | +43.3% | -31.9% | -13.4% |
| 1Y | +14.1% | +35.9% | -21.8% | -8.7% |
| 3Y | +138.2% | +158.6% | -20.4% | +26.5% |
| 5Y | +216.0% | +213.1% | +2.9% | +44.3% |
| 10Y | +710.0% | +1,213.1% | -503.1% | +56.3% |
| All | +710.0% | +1,246.1% | -536.2% | +56.3% |
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