+703.5%
PH vs UL
+106.6%
+596.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +2.1% | +2.6% | -0.4% | +1.1% |
| 30D | +0.3% | +6.8% | -6.5% | -2.5% |
| 3M | -8.8% | +5.7% | -14.5% | -11.1% |
| 6M | +10.0% | +15.9% | -5.8% | +2.9% |
| YTD | +10.5% | +4.3% | +6.2% | +7.3% |
| 1Y | +15.5% | -0.4% | +15.9% | +14.1% |
| 3Y | +136.4% | +35.0% | +101.4% | +98.3% |
| 5Y | +213.6% | +31.6% | +182.0% | +160.5% |
| All | +703.5% | +106.6% | +596.9% | +521.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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