+1,271.8%
URI vs PHM
+545.0%
+726.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.9% |
| 7D | +5.0% | -3.9% | +8.9% | +7.2% |
| 30D | -9.4% | -8.6% | -0.9% | -5.0% |
| 3M | -5.8% | -2.9% | -2.9% | -5.2% |
| 6M | +25.8% | -5.7% | +31.5% | +28.5% |
| YTD | +27.9% | +1.9% | +26.0% | +24.7% |
| 1Y | +9.7% | -12.3% | +22.0% | +15.5% |
| 3Y | +128.0% | +50.8% | +77.2% | +71.7% |
| 5Y | +212.4% | +157.3% | +55.1% | +68.3% |
| 10Y | +1,271.8% | +566.5% | +705.3% | +327.3% |
| All | +1,271.8% | +545.0% | +726.9% | +327.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling