+4,795.8%
PH vs URI
+7,377.6%
-2,581.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.1% | +5.2% | +0.2% |
| 7D | -3.9% | -12.9% | +9.0% | +0.3% |
| 30D | -9.4% | -3.4% | -6.0% | -8.6% |
| 3M | -10.3% | -10.0% | -0.3% | -7.7% |
| 6M | +2.7% | +12.2% | -9.5% | -1.6% |
| YTD | +2.1% | +29.8% | -27.6% | -8.0% |
| 1Y | +16.2% | +24.6% | -8.4% | +5.9% |
| 3Y | +129.3% | +137.6% | -8.3% | +69.8% |
| 5Y | +191.7% | +176.6% | +15.1% | +104.7% |
| 10Y | +759.2% | +1,402.6% | -643.3% | +274.1% |
| All | +4,795.8% | +7,377.6% | -2,581.8% | +1,038.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling