+466.9%
PHM vs UEC
+2.3%
+464.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +3.9% | -1.3% |
| 7D | -6.1% | +4.9% | -11.0% | -6.7% |
| 30D | +13.7% | -17.5% | +31.2% | +15.8% |
| 3M | -1.5% | -40.1% | +38.6% | +3.6% |
| 6M | +11.3% | -56.1% | +67.4% | +20.1% |
| YTD | +8.9% | -41.8% | +50.7% | +12.4% |
| 1Y | +6.1% | -44.8% | +50.9% | +9.6% |
| 3Y | +57.7% | +20.6% | +37.1% | +41.4% |
| 5Y | +159.0% | +24.3% | +134.6% | +117.3% |
| 10Y | +676.2% | +639.1% | +37.0% | +356.8% |
| All | +466.9% | +2.3% | +464.7% | +162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling