+73.7%
UAL vs PH
+698.6%
-624.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | -3.0% | +4.1% | -7.2% | -6.4% |
| 30D | +10.5% | -0.1% | +10.5% | +9.7% |
| 3M | -13.5% | -9.6% | -3.9% | -5.8% |
| 6M | +14.2% | +8.5% | +5.7% | +4.1% |
| YTD | -2.2% | +9.4% | -11.6% | -11.5% |
| 1Y | +12.5% | +14.2% | -1.7% | -2.2% |
| 3Y | +186.8% | +134.0% | +52.8% | +28.6% |
| 5Y | +119.4% | +203.8% | -84.4% | -24.1% |
| All | +73.7% | +698.6% | -624.9% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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