+50.0%
UNP vs PH
+252.1%
-202.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | -1.1% | -10.8% | +9.7% | +3.3% |
| 3M | +7.9% | +8.5% | -0.6% | +3.9% |
| 6M | +14.6% | +3.9% | +10.7% | +11.9% |
| YTD | +26.6% | +9.4% | +17.2% | +21.0% |
| 1Y | +35.6% | +26.8% | +8.8% | +21.7% |
| 3Y | +45.5% | +140.8% | -95.3% | -2.9% |
| 5Y | +50.0% | +253.8% | -203.8% | -20.2% |
| All | +50.0% | +252.1% | -202.1% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling