+9,562.1%
UNP vs PH
+25,027.9%
-15,465.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.9% | +0.6% |
| 7D | -3.3% | +3.0% | -6.3% | -4.6% |
| 30D | +6.7% | -0.6% | +7.3% | +6.5% |
| 3M | +1.8% | -10.7% | +12.5% | +6.1% |
| 6M | +13.3% | +9.1% | +4.3% | +8.0% |
| YTD | +30.3% | +9.5% | +20.8% | +23.5% |
| 1Y | +36.9% | +14.0% | +22.9% | +27.5% |
| 3Y | +50.9% | +138.9% | -87.9% | +0.2% |
| 5Y | +37.9% | +209.1% | -171.2% | -19.7% |
| 10Y | +293.8% | +737.3% | -443.5% | +45.4% |
| All | +9,562.1% | +25,027.9% | -15,465.8% | +1,196.0% |
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