+136.4%
PH vs URI
+155.7%
-19.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.7% |
| 7D | +2.1% | -6.0% | +8.1% | +4.5% |
| 30D | +0.3% | +4.6% | -4.3% | -1.8% |
| 3M | -8.8% | -2.7% | -6.1% | -8.3% |
| 6M | +10.0% | +18.4% | -8.3% | +1.6% |
| YTD | +10.5% | +37.4% | -26.9% | -7.3% |
| 1Y | +15.5% | +30.4% | -14.8% | -0.6% |
| 3Y | +136.4% | +147.9% | -11.6% | +54.1% |
| All | +136.4% | +155.7% | -19.3% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling