-16.0%
PCG vs UAL
+22.8%
-38.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.1% | +0.2% |
| 7D | +1.9% | +11.9% | -10.0% | +1.0% |
| 30D | +8.5% | +5.2% | +3.3% | +8.0% |
| 3M | -22.9% | -12.7% | -10.2% | -22.3% |
| 6M | -16.8% | +28.5% | -45.3% | -18.1% |
| YTD | -15.8% | +3.5% | -19.3% | -16.9% |
| 1Y | -16.0% | +27.5% | -43.5% | -19.0% |
| All | -16.0% | +22.8% | -38.8% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 1y: compounded portfolio wealth divided by compounded UAL 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…
1y analysis · Full analysis span regression · 6 months rolling