+5,181.5%
PH vs URI
+7,134.6%
-1,953.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.7% |
| 7D | -3.1% | -2.0% | -1.1% | -2.5% |
| 30D | -3.2% | -12.9% | +9.7% | +0.9% |
| 3M | +10.6% | -6.7% | +17.3% | +12.6% |
| 6M | -2.1% | +19.0% | -21.1% | -8.4% |
| YTD | +10.2% | +25.5% | -15.3% | +0.5% |
| 1Y | +28.2% | +5.5% | +22.7% | +23.1% |
| 3Y | +134.9% | +111.3% | +23.6% | +80.9% |
| 5Y | +253.6% | +198.6% | +55.1% | +143.2% |
| 10Y | +804.7% | +1,179.9% | -375.2% | +310.6% |
| All | +5,181.5% | +7,134.6% | -1,953.0% | +1,144.9% |
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