+248.5%
UAL vs PH
+2,361.7%
-2,113.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -2.9% |
| 7D | +5.0% | -3.9% | +8.9% | +8.3% |
| 30D | -1.2% | -9.4% | +8.2% | +6.6% |
| 3M | -16.8% | -10.3% | -6.5% | -9.9% |
| 6M | +18.0% | +2.7% | +15.3% | +13.6% |
| YTD | -1.2% | +2.1% | -3.3% | -4.3% |
| 1Y | +14.3% | +16.2% | -1.9% | -1.6% |
| 3Y | +194.6% | +129.3% | +65.3% | +43.7% |
| 5Y | +109.6% | +191.7% | -82.1% | -17.3% |
| 10Y | +93.1% | +759.2% | -666.2% | -68.5% |
| All | +248.5% | +2,361.7% | -2,113.1% | -82.1% |
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 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