+1,842.6%
UMC vs PHM
+568.1%
+1,274.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.9% |
| 7D | +9.0% | -5.0% | +14.0% | +10.4% |
| 30D | +17.2% | -8.4% | +25.7% | +19.8% |
| 3M | +11.4% | -4.4% | +15.8% | +11.9% |
| 6M | +137.5% | -3.7% | +141.2% | +137.7% |
| YTD | +193.1% | +1.3% | +191.8% | +187.8% |
| 1Y | +240.3% | -14.0% | +254.3% | +248.1% |
| 3Y | +262.2% | +48.1% | +214.1% | +207.8% |
| 5Y | +143.1% | +158.8% | -15.7% | +72.7% |
| All | +1,842.6% | +568.1% | +1,274.4% | +1,046.8% |
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