+1,859.8%
PHM vs URA
-50.4%
+1,910.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.2% |
| 7D | +2.9% | +0.3% | +2.6% | +2.7% |
| 30D | +16.5% | -14.8% | +31.3% | +22.1% |
| 3M | +0.6% | -25.3% | +25.9% | +9.7% |
| 6M | +11.6% | -39.9% | +51.5% | +29.2% |
| YTD | +12.1% | -22.4% | +34.5% | +16.3% |
| 1Y | +9.6% | -29.0% | +38.6% | +16.6% |
| 3Y | +62.3% | +41.0% | +21.3% | +24.6% |
| 5Y | +170.4% | +38.3% | +132.1% | +98.4% |
| 10Y | +683.0% | +276.1% | +406.9% | +215.7% |
| All | +1,859.8% | -50.4% | +1,910.2% | +1,679.4% |
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