+196.7%
PH vs URI
+166.6%
+30.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.7% | +2.3% |
| 7D | +2.0% | -9.8% | +11.8% | +6.9% |
| 30D | -3.7% | +1.7% | -5.4% | -4.8% |
| 3M | -14.0% | -9.1% | -5.0% | -10.7% |
| 6M | +2.1% | +9.9% | -7.7% | -3.8% |
| YTD | +5.1% | +31.2% | -26.2% | -12.4% |
| 1Y | +10.9% | +25.9% | -15.0% | -5.5% |
| 3Y | +132.9% | +147.4% | -14.4% | +30.8% |
| All | +196.7% | +166.6% | +30.1% | +50.2% |
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