+4,935.7%
PH vs URI
+7,462.1%
-2,526.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.7% | +2.5% |
| 7D | +2.0% | -9.8% | +11.8% | +5.2% |
| 30D | -3.7% | +1.7% | -5.4% | -4.4% |
| 3M | -14.0% | -9.1% | -5.0% | -11.8% |
| 6M | +2.1% | +9.9% | -7.7% | -1.6% |
| YTD | +5.1% | +31.2% | -26.2% | -5.7% |
| 1Y | +10.9% | +25.9% | -15.0% | +0.8% |
| 3Y | +132.9% | +147.4% | -14.4% | +70.5% |
| 5Y | +200.1% | +179.7% | +20.3% | +109.8% |
| 10Y | +783.8% | +1,419.5% | -635.7% | +283.5% |
| All | +4,935.7% | +7,462.1% | -2,526.3% | +1,067.4% |
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 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