+1,888.1%
PHM vs URA
-51.6%
+1,939.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -3.4% |
| 7D | +6.2% | -4.1% | +10.3% | +7.5% |
| 30D | +17.9% | -19.0% | +37.0% | +25.6% |
| 3M | +2.5% | -25.1% | +27.6% | +11.6% |
| 6M | +10.8% | -44.5% | +55.3% | +31.7% |
| YTD | +13.7% | -24.3% | +38.0% | +19.0% |
| 1Y | +12.4% | -28.1% | +40.5% | +18.9% |
| 3Y | +65.6% | +40.7% | +25.0% | +27.0% |
| 5Y | +175.3% | +35.5% | +139.9% | +103.0% |
| 10Y | +713.9% | +281.2% | +432.8% | +224.8% |
| All | +1,888.1% | -51.6% | +1,939.8% | +1,720.0% |
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