+215.8%
PHM vs UPST
-24.8%
+240.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.1% | -0.1% |
| 7D | -4.1% | -10.6% | +6.5% | -3.1% |
| 30D | +16.1% | -14.0% | +30.1% | +17.6% |
| 3M | -2.5% | -36.8% | +34.3% | +1.5% |
| 6M | +12.9% | -27.5% | +40.4% | +15.8% |
| YTD | +9.0% | -55.3% | +64.3% | +15.8% |
| 1Y | +8.2% | -47.5% | +55.7% | +13.1% |
| 3Y | +58.4% | -10.4% | +68.9% | +48.8% |
| 5Y | +159.2% | -92.6% | +251.8% | +148.7% |
| All | +215.8% | -24.8% | +240.6% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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