+255.6%
UAL vs PHM
+318.1%
-62.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +3.1% |
| 7D | +8.2% | +6.2% | +1.9% | +4.6% |
| 30D | +2.3% | +17.9% | -15.6% | -7.0% |
| 3M | -12.7% | +2.5% | -15.2% | -14.1% |
| 6M | +12.7% | +10.8% | +1.9% | +6.4% |
| YTD | +0.8% | +13.7% | -12.9% | -6.4% |
| 1Y | +17.8% | +12.4% | +5.4% | +10.0% |
| 3Y | +206.7% | +65.6% | +141.0% | +121.6% |
| 5Y | +113.9% | +175.3% | -61.5% | +11.1% |
| 10Y | +97.0% | +713.9% | -616.9% | -47.9% |
| All | +255.6% | +318.1% | -62.5% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling