+692.1%
PHM vs URA
+277.9%
+414.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | -4.8% | +2.9% | -7.6% | -5.5% |
| 30D | +16.5% | -10.8% | +27.3% | +19.5% |
| 3M | -2.0% | -25.5% | +23.5% | +4.9% |
| 6M | +12.7% | -41.2% | +53.9% | +27.1% |
| YTD | +11.2% | -21.3% | +32.4% | +14.1% |
| 1Y | +7.7% | -25.7% | +33.4% | +11.9% |
| 3Y | +60.9% | +43.1% | +17.8% | +29.5% |
| 5Y | +167.7% | +35.6% | +132.1% | +110.4% |
| 10Y | +692.1% | +281.3% | +410.8% | +244.9% |
| All | +692.1% | +277.9% | +414.2% | +244.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling