+179.2%
URI vs PHM
+175.2%
+3.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +2.1% |
| 7D | -9.8% | +6.2% | -16.0% | -13.0% |
| 30D | +1.7% | +17.9% | -16.2% | -7.4% |
| 3M | -9.1% | +2.5% | -11.5% | -11.0% |
| 6M | +9.9% | +10.8% | -0.9% | +2.2% |
| YTD | +31.2% | +13.7% | +17.5% | +19.9% |
| 1Y | +25.9% | +12.4% | +13.6% | +15.6% |
| 3Y | +147.4% | +65.6% | +81.7% | +74.5% |
| All | +179.2% | +175.2% | +3.9% | +38.0% |
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