+209.7%
PH vs URI
+203.0%
+6.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.6% |
| 7D | +4.3% | +6.7% | -2.4% | +1.1% |
| 30D | +0.1% | +8.9% | -8.7% | -4.2% |
| 3M | -9.4% | +0.5% | -9.9% | -10.2% |
| 6M | +8.8% | +20.7% | -11.9% | -2.0% |
| YTD | +9.6% | +40.0% | -30.4% | -11.4% |
| 1Y | +14.4% | +34.4% | -20.0% | -5.5% |
| 3Y | +134.5% | +149.5% | -14.9% | +31.7% |
| All | +209.7% | +203.0% | +6.7% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling