+227.0%
UPS vs PHM
+2,832.8%
-2,605.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.9% | -3.2% | +0.3% | -2.2% |
| 30D | -3.5% | -6.4% | +2.9% | -2.2% |
| 3M | -5.7% | +5.5% | -11.2% | -7.0% |
| 6M | -4.4% | -5.4% | +1.1% | -3.5% |
| YTD | +8.0% | +6.6% | +1.4% | +6.2% |
| 1Y | +29.0% | -8.8% | +37.9% | +30.8% |
| 3Y | -27.7% | +54.1% | -81.8% | -35.0% |
| 5Y | -34.3% | +144.5% | -178.8% | -47.0% |
| 10Y | +37.8% | +569.4% | -531.6% | -12.6% |
| All | +227.0% | +2,832.8% | -2,605.8% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling