+63.3%
UL vs PHM
+557.7%
-494.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | -4.1% | -6.4% | +2.3% | -2.9% |
| 30D | -1.2% | -12.1% | +10.9% | +1.2% |
| 3M | +6.0% | -1.5% | +7.5% | +6.2% |
| 6M | -5.5% | -6.0% | +0.5% | -4.7% |
| YTD | -3.3% | -0.3% | -3.0% | -3.6% |
| 1Y | -9.8% | -13.3% | +3.6% | -8.0% |
| 3Y | +20.1% | +47.6% | -27.4% | +9.1% |
| 5Y | +19.2% | +154.7% | -135.5% | -4.3% |
| All | +63.3% | +557.7% | -494.3% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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