+52.2%
PHM vs URA
+121.0%
-68.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.1% | -6.6% | -3.9% |
| 7D | -2.5% | +8.1% | -10.6% | -3.4% |
| 30D | -9.7% | +5.8% | -15.4% | -10.3% |
| 3M | +2.2% | +3.4% | -1.2% | +1.5% |
| 6M | -5.7% | -2.6% | -3.1% | -5.9% |
| YTD | +2.8% | +11.2% | -8.3% | +0.3% |
| 1Y | -14.4% | +19.8% | -34.3% | -18.1% |
| 3Y | +52.2% | +121.5% | -69.2% | +23.8% |
| All | +52.2% | +121.0% | -68.8% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling