+253.8%
PH vs UL
+22.5%
+231.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +0.4% | -1.3% | +1.7% | +0.7% |
| 30D | -10.8% | +0.9% | -11.7% | -11.0% |
| 3M | +8.5% | +14.2% | -5.8% | +4.9% |
| 6M | +3.9% | -3.2% | +7.1% | +4.4% |
| YTD | +9.4% | -0.3% | +9.8% | +9.1% |
| 1Y | +26.8% | -8.8% | +35.6% | +29.1% |
| 3Y | +140.8% | +23.9% | +116.9% | +118.5% |
| 5Y | +253.8% | +21.4% | +232.4% | +207.8% |
| All | +253.8% | +22.5% | +231.3% | +207.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling