+99.1%
UAL vs PHM
+540.0%
-440.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -0.8% |
| 7D | +3.5% | -2.5% | +5.9% | +5.0% |
| 30D | -16.5% | -9.7% | -6.8% | -11.4% |
| 3M | +2.8% | +2.2% | +0.6% | +1.5% |
| 6M | +17.6% | -5.7% | +23.2% | +22.0% |
| YTD | -3.2% | +2.8% | -6.0% | -4.8% |
| 1Y | +0.4% | -14.4% | +14.9% | +9.1% |
| 3Y | +128.2% | +52.2% | +76.0% | +70.2% |
| 5Y | +137.7% | +154.3% | -16.5% | +24.2% |
| 10Y | +99.1% | +545.9% | -446.7% | -38.6% |
| All | +99.1% | +540.0% | -440.9% | -38.6% |
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