+138.9%
PH vs UL
+34.1%
+104.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.2% |
| 7D | +3.0% | +0.3% | +2.8% | +3.1% |
| 30D | -0.6% | +7.0% | -7.6% | -0.8% |
| 3M | -10.7% | +5.8% | -16.5% | -10.8% |
| 6M | +9.1% | +16.1% | -7.1% | +8.3% |
| YTD | +9.5% | +4.5% | +5.0% | +9.5% |
| 1Y | +14.0% | -1.3% | +15.3% | +14.2% |
| 3Y | +138.9% | +35.0% | +103.9% | +123.9% |
| All | +138.9% | +34.1% | +104.7% | +123.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling