+101.1%
UAL vs PHM
+709.0%
-607.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +2.4% |
| 7D | +12.5% | +2.9% | +9.5% | +10.6% |
| 30D | +12.2% | +16.5% | -4.3% | +2.4% |
| 3M | -2.6% | +0.6% | -3.2% | -3.2% |
| 6M | +21.1% | +11.6% | +9.5% | +13.6% |
| YTD | +7.8% | +12.1% | -4.3% | +0.6% |
| 1Y | +25.4% | +9.6% | +15.8% | +18.4% |
| 3Y | +217.3% | +62.3% | +155.1% | +127.7% |
| 5Y | +132.9% | +170.4% | -37.5% | +17.1% |
| 10Y | +101.1% | +683.0% | -581.9% | -44.8% |
| All | +101.1% | +709.0% | -607.8% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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