+252.9%
UPS vs PHM
+2,897.1%
-2,644.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.4% |
| 7D | -0.6% | -6.1% | +5.5% | +0.7% |
| 30D | +16.4% | +13.7% | +2.7% | +13.3% |
| 3M | +7.9% | -1.5% | +9.5% | +8.1% |
| 6M | +15.8% | +11.3% | +4.6% | +12.9% |
| YTD | +16.6% | +8.9% | +7.6% | +14.0% |
| 1Y | +22.3% | +6.1% | +16.2% | +20.2% |
| 3Y | -6.2% | +57.7% | -63.9% | -16.0% |
| 5Y | -34.4% | +159.0% | -193.4% | -47.7% |
| 10Y | +41.7% | +676.2% | -634.5% | -12.7% |
| All | +252.9% | +2,897.1% | -2,644.2% | +34.0% |
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