+288.4%
UNP vs PH
+725.6%
-437.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -2.1% | +6.9% | -9.0% | -5.2% |
| 30D | +7.3% | +1.7% | +5.6% | +5.9% |
| 3M | +3.6% | -8.1% | +11.8% | +7.2% |
| 6M | +15.8% | +11.5% | +4.4% | +8.3% |
| YTD | +32.6% | +11.4% | +21.2% | +23.3% |
| 1Y | +37.2% | +14.1% | +23.1% | +26.0% |
| 3Y | +52.6% | +138.2% | -85.6% | -7.4% |
| 5Y | +40.6% | +216.0% | -175.4% | -29.2% |
| 10Y | +288.4% | +710.0% | -421.5% | +8.4% |
| All | +288.4% | +725.6% | -437.2% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling