+58.3%
PHM vs UEC
+20.6%
+37.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +3.9% | -1.6% |
| 7D | -6.1% | +4.9% | -11.0% | -6.4% |
| 30D | +13.7% | -17.5% | +31.2% | +14.9% |
| 3M | -1.5% | -40.1% | +38.6% | +1.3% |
| 6M | +11.3% | -56.1% | +67.4% | +15.9% |
| YTD | +8.9% | -41.8% | +50.7% | +10.8% |
| 1Y | +6.1% | -44.8% | +50.9% | +8.0% |
| All | +58.3% | +20.6% | +37.7% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling