+23,612.3%
PH vs UL
+2,764.7%
+20,847.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.8% |
| 7D | +3.0% | +0.3% | +2.8% | +2.8% |
| 30D | -0.6% | +7.0% | -7.6% | -3.8% |
| 3M | -10.7% | +5.8% | -16.5% | -13.3% |
| 6M | +9.1% | +16.1% | -7.1% | +1.2% |
| YTD | +9.5% | +4.5% | +5.0% | +5.7% |
| 1Y | +14.0% | -1.3% | +15.3% | +12.5% |
| 3Y | +138.9% | +35.0% | +103.9% | +101.6% |
| 5Y | +209.1% | +31.9% | +177.2% | +159.0% |
| 10Y | +737.3% | +99.3% | +638.0% | +476.1% |
| All | +23,612.3% | +2,764.7% | +20,847.6% | +6,377.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling