+116.5%
UAL vs PHM
+158.6%
-42.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -3.0% | -4.1% | +1.1% | -0.7% |
| 30D | +10.5% | +16.1% | -5.7% | +1.6% |
| 3M | -13.5% | -2.5% | -11.0% | -12.4% |
| 6M | +14.2% | +12.9% | +1.3% | +7.1% |
| YTD | -2.2% | +9.0% | -11.3% | -6.7% |
| 1Y | +12.5% | +8.2% | +4.3% | +7.7% |
| 3Y | +186.8% | +58.4% | +128.4% | +114.8% |
| All | +116.5% | +158.6% | -42.1% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling