+14.6%
PHM vs URA
-32.2%
+46.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.1% | +8.2% | +7.3% |
| 7D | +13.6% | -10.5% | +24.1% | +14.9% |
| 30D | +19.3% | -18.6% | +37.9% | +22.1% |
| 3M | +3.5% | -23.0% | +26.5% | +6.5% |
| 6M | +18.6% | -40.3% | +58.9% | +25.1% |
| YTD | +16.7% | -23.5% | +40.2% | +19.2% |
| 1Y | +14.6% | -31.1% | +45.7% | +18.5% |
| All | +14.6% | -32.2% | +46.8% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling