+40.6%
UNP vs PHM
+166.4%
-125.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -2.1% | -4.8% | +2.7% | -0.9% |
| 30D | +7.3% | +16.5% | -9.2% | +3.0% |
| 3M | +3.6% | -2.0% | +5.6% | +3.8% |
| 6M | +15.8% | +12.7% | +3.2% | +11.4% |
| YTD | +32.6% | +11.2% | +21.4% | +27.7% |
| 1Y | +37.2% | +7.7% | +29.5% | +33.1% |
| 3Y | +52.6% | +60.9% | -8.3% | +30.4% |
| 5Y | +40.6% | +167.7% | -127.1% | -1.4% |
| All | +40.6% | +166.4% | -125.8% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling