+67.6%
PHM vs URA
+41.0%
+26.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -2.4% |
| 7D | +6.2% | -4.1% | +10.3% | +6.7% |
| 30D | +17.9% | -19.0% | +37.0% | +20.7% |
| 3M | +2.5% | -25.1% | +27.6% | +5.8% |
| 6M | +10.8% | -44.5% | +55.3% | +18.0% |
| YTD | +13.7% | -24.3% | +38.0% | +16.0% |
| 1Y | +12.4% | -28.1% | +40.5% | +15.1% |
| All | +67.6% | +41.0% | +26.6% | +47.6% |
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 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