+663.5%
PHM vs UEC
+616.1%
+47.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.3% |
| 7D | -4.1% | -3.8% | -0.4% | -3.8% |
| 30D | +16.1% | -13.5% | +29.7% | +17.6% |
| 3M | -2.5% | -40.5% | +38.0% | +2.7% |
| 6M | +12.9% | -56.7% | +69.6% | +22.1% |
| YTD | +9.0% | -43.0% | +52.0% | +12.7% |
| 1Y | +8.2% | -42.5% | +50.7% | +11.1% |
| 3Y | +58.4% | +11.6% | +46.9% | +41.8% |
| 5Y | +159.2% | +21.8% | +137.4% | +114.0% |
| All | +663.5% | +616.1% | +47.4% | +330.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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