+1,842.6%
UMC vs PH
+820.2%
+1,022.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.7% |
| 7D | +9.0% | -1.3% | +10.3% | +9.5% |
| 30D | +17.2% | -11.0% | +28.2% | +22.3% |
| 3M | +11.4% | +5.5% | +5.9% | +8.9% |
| 6M | +137.5% | +1.5% | +136.0% | +134.9% |
| YTD | +193.1% | +8.8% | +184.3% | +181.5% |
| 1Y | +240.3% | +24.5% | +215.8% | +208.7% |
| 3Y | +262.2% | +141.2% | +121.0% | +148.5% |
| 5Y | +143.1% | +256.3% | -113.2% | +42.8% |
| All | +1,842.6% | +820.2% | +1,022.4% | +821.4% |
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