+545.9%
PHM vs URA
+371.9%
+173.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.1% | -6.6% | -4.3% |
| 7D | -2.5% | +8.1% | -10.6% | -4.5% |
| 30D | -9.7% | +5.8% | -15.4% | -11.1% |
| 3M | +2.2% | +3.4% | -1.2% | +0.7% |
| 6M | -5.7% | -2.6% | -3.1% | -6.4% |
| YTD | +2.8% | +11.2% | -8.3% | -2.8% |
| 1Y | -14.4% | +19.8% | -34.3% | -22.2% |
| 3Y | +52.2% | +121.5% | -69.2% | +8.9% |
| 5Y | +154.3% | +134.5% | +19.8% | +67.9% |
| 10Y | +545.9% | +376.7% | +169.2% | +168.6% |
| All | +545.9% | +371.9% | +173.9% | +168.6% |
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