+251.3%
UAL vs PH
+2,555.6%
-2,304.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.7% |
| 7D | +0.7% | -3.1% | +3.8% | +3.4% |
| 30D | -16.1% | -3.2% | -12.9% | -14.2% |
| 3M | +6.1% | +10.6% | -4.4% | -3.2% |
| 6M | +10.8% | -2.1% | +13.0% | +12.3% |
| YTD | -0.4% | +10.2% | -10.6% | -8.9% |
| 1Y | +5.0% | +28.2% | -23.2% | -16.3% |
| 3Y | +124.0% | +134.9% | -10.9% | +7.3% |
| 5Y | +141.0% | +253.6% | -112.7% | -19.0% |
| 10Y | +118.0% | +804.7% | -686.7% | -65.8% |
| All | +251.3% | +2,555.6% | -2,304.3% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling