-5.1%
PCG vs UAL
+5.0%
-10.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +2.2% |
| 7D | -13.9% | +0.7% | -14.6% | -13.8% |
| 30D | -16.9% | -16.1% | -0.8% | -15.8% |
| 3M | -14.7% | +6.1% | -20.9% | -15.0% |
| 6M | -23.8% | +10.8% | -34.7% | -24.6% |
| YTD | -10.5% | -0.4% | -10.1% | -11.2% |
| 1Y | -5.1% | +5.0% | -10.1% | -6.8% |
| All | -5.1% | +5.0% | -10.1% | -6.8% |
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