+16.1%
PHM vs UMAC
+473.8%
-457.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.6% |
| 7D | -5.0% | -3.4% | -1.6% | -4.9% |
| 30D | -8.4% | -15.1% | +6.7% | -8.3% |
| 3M | -4.4% | -10.8% | +6.3% | -4.5% |
| 6M | -3.7% | +15.7% | -19.4% | -5.3% |
| YTD | +1.3% | +80.1% | -78.9% | -1.8% |
| 1Y | -14.0% | +116.7% | -130.7% | -17.6% |
| All | +16.1% | +473.8% | -457.7% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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