+23,761.0%
PH vs UL
+2,661.1%
+21,099.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.1% | -1.3% | -1.7% | -2.5% |
| 30D | -3.2% | +0.5% | -3.7% | -3.5% |
| 3M | +10.6% | +17.6% | -7.0% | +2.6% |
| 6M | -2.1% | -5.4% | +3.2% | -0.8% |
| YTD | +10.2% | +0.7% | +9.5% | +8.6% |
| 1Y | +28.2% | -9.3% | +37.5% | +31.6% |
| 3Y | +134.9% | +24.5% | +110.4% | +106.2% |
| 5Y | +253.6% | +23.2% | +230.4% | +206.6% |
| 10Y | +804.7% | +64.5% | +740.2% | +578.9% |
| All | +23,761.0% | +2,661.1% | +21,099.9% | +6,554.0% |
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