+279.5%
UNP vs PHM
+557.7%
-278.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.0% |
| 7D | -1.2% | -6.4% | +5.2% | +0.8% |
| 30D | -2.0% | -12.1% | +10.1% | +1.8% |
| 3M | +7.5% | -1.5% | +9.1% | +7.4% |
| 6M | +15.3% | -6.0% | +21.4% | +16.6% |
| YTD | +25.4% | -0.3% | +25.7% | +24.3% |
| 1Y | +35.6% | -13.3% | +48.9% | +39.8% |
| 3Y | +44.1% | +47.6% | -3.4% | +22.5% |
| 5Y | +54.0% | +154.7% | -100.8% | +5.7% |
| All | +279.5% | +557.7% | -278.2% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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