+9,679.6%
UNP vs PH
+25,253.3%
-15,573.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.8% |
| 7D | -0.9% | +2.1% | -3.1% | -1.9% |
| 30D | +8.0% | +0.3% | +7.7% | +7.4% |
| 3M | +3.3% | -8.8% | +12.2% | +6.7% |
| 6M | +14.7% | +10.0% | +4.7% | +8.9% |
| YTD | +31.9% | +10.5% | +21.4% | +24.6% |
| 1Y | +37.1% | +15.5% | +21.6% | +27.0% |
| 3Y | +51.9% | +136.4% | -84.5% | +1.2% |
| 5Y | +39.3% | +213.6% | -174.3% | -19.4% |
| 10Y | +284.1% | +713.9% | -429.8% | +43.4% |
| All | +9,679.6% | +25,253.3% | -15,573.8% | +1,206.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling