+203.4%
URI vs PHM
+145.9%
+57.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -2.0% | -3.2% | +1.2% | -0.3% |
| 30D | -12.9% | -6.4% | -6.5% | -9.9% |
| 3M | -6.7% | +5.5% | -12.2% | -10.3% |
| 6M | +19.0% | -5.4% | +24.4% | +21.5% |
| YTD | +25.5% | +6.6% | +19.0% | +19.6% |
| 1Y | +5.5% | -8.8% | +14.4% | +8.9% |
| 3Y | +111.3% | +54.1% | +57.2% | +55.8% |
| All | +203.4% | +145.9% | +57.5% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling