+1,272.7%
UMC vs PH
+700.2%
+572.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +11.2% | +4.3% | +6.8% | +9.5% |
| 30D | -28.0% | +0.1% | -28.2% | -27.9% |
| 3M | -20.5% | -9.4% | -11.2% | -17.5% |
| 6M | -1.6% | +8.8% | -10.3% | -4.9% |
| YTD | +99.4% | +9.6% | +89.7% | +91.1% |
| 1Y | +120.4% | +14.4% | +106.0% | +107.6% |
| 3Y | +134.2% | +134.5% | -0.3% | +62.5% |
| 5Y | +78.8% | +204.4% | -125.6% | +10.0% |
| All | +1,272.7% | +700.2% | +572.5% | +548.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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