+454.8%
PHM vs UEC
+73.5%
+381.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -3.2% | -6.9% | +3.7% | -2.4% |
| 30D | -6.4% | +7.6% | -14.1% | -7.4% |
| 3M | +5.5% | -18.4% | +23.9% | +7.0% |
| 6M | -5.4% | -23.3% | +17.8% | -4.2% |
| YTD | +6.6% | -1.2% | +7.8% | +4.2% |
| 1Y | -8.8% | +2.3% | -11.1% | -12.5% |
| 3Y | +54.1% | +162.3% | -108.2% | +26.6% |
| 5Y | +144.5% | +287.2% | -142.8% | +79.3% |
| 10Y | +569.4% | +1,009.6% | -440.2% | +277.6% |
| All | +454.8% | +73.5% | +381.2% | +143.1% |
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