+9,321.7%
UNP vs PH
+25,185.5%
-15,863.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -5.3% | -3.1% | -2.3% | -4.1% |
| 30D | -1.5% | -3.2% | +1.7% | -0.4% |
| 3M | +10.3% | +10.6% | -0.3% | +5.2% |
| 6M | +9.7% | -2.1% | +11.8% | +9.7% |
| YTD | +27.1% | +10.2% | +16.9% | +20.9% |
| 1Y | +32.6% | +28.2% | +4.4% | +17.8% |
| 3Y | +40.0% | +134.9% | -94.9% | -6.2% |
| 5Y | +50.8% | +253.6% | -202.8% | -16.8% |
| 10Y | +278.6% | +804.7% | -526.1% | +36.4% |
| All | +9,321.7% | +25,185.5% | -15,863.8% | +1,167.8% |
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