+65.6%
PHM vs UPST
-29.4%
+95.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.8% |
| 7D | +6.2% | -4.9% | +11.1% | +6.7% |
| 30D | +17.9% | -8.9% | +26.8% | +19.0% |
| 3M | +2.5% | -26.3% | +28.8% | +5.8% |
| 6M | +10.8% | -23.7% | +34.5% | +13.6% |
| YTD | +13.7% | -49.9% | +63.7% | +20.5% |
| 1Y | +12.4% | -42.0% | +54.3% | +17.0% |
| 3Y | +65.6% | -25.3% | +90.9% | +55.8% |
| All | +65.6% | -29.4% | +95.0% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling