+1,763.4%
PHM vs URA
-31.1%
+1,794.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -3.2% | +1.1% | -4.3% | -3.5% |
| 30D | -6.4% | +7.4% | -13.8% | -8.8% |
| 3M | +5.5% | -8.4% | +13.9% | +7.5% |
| 6M | -5.4% | -12.7% | +7.3% | -3.0% |
| YTD | +6.6% | +7.8% | -1.2% | +0.1% |
| 1Y | -8.8% | +19.5% | -28.3% | -19.3% |
| 3Y | +54.1% | +116.4% | -62.3% | +2.4% |
| 5Y | +144.5% | +134.3% | +10.2% | +45.6% |
| 10Y | +569.4% | +359.3% | +210.2% | +160.0% |
| All | +1,763.4% | -31.1% | +1,794.5% | +1,430.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling