-34.5%
UPS vs PHM
+149.8%
-184.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.5% |
| 7D | -3.4% | -6.4% | +2.9% | -1.3% |
| 30D | -2.7% | -12.1% | +9.3% | +1.4% |
| 3M | -1.6% | -1.5% | -0.1% | -1.6% |
| 6M | +2.3% | -6.0% | +8.4% | +3.8% |
| YTD | +5.6% | -0.3% | +5.9% | +4.9% |
| 1Y | +27.1% | -13.3% | +40.4% | +31.7% |
| 3Y | -26.3% | +47.6% | -73.9% | -37.8% |
| 5Y | -34.5% | +154.7% | -189.2% | -55.6% |
| All | -34.5% | +149.8% | -184.3% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling