+282.5%
UNP vs PH
+795.7%
-513.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -2.1% | -10.3% | +8.2% | +3.2% |
| 3M | +5.4% | +5.1% | +0.4% | +2.3% |
| 6M | +13.4% | +2.3% | +11.1% | +10.8% |
| YTD | +25.0% | +8.7% | +16.3% | +18.4% |
| 1Y | +34.6% | +26.8% | +7.8% | +17.4% |
| 3Y | +43.6% | +139.2% | -95.6% | -13.1% |
| 5Y | +51.7% | +251.1% | -199.4% | -28.0% |
| 10Y | +282.5% | +812.6% | -530.0% | -3.1% |
| All | +282.5% | +795.7% | -513.1% | -3.1% |
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