-76.2%
PCG vs UAL
+99.5%
-175.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.7% |
| 7D | -0.5% | +12.5% | -12.9% | -3.1% |
| 30D | +0.8% | +12.2% | -11.4% | -2.0% |
| 3M | -22.0% | -2.6% | -19.5% | -21.9% |
| 6M | -17.1% | +21.1% | -38.2% | -21.4% |
| YTD | -16.9% | +7.8% | -24.7% | -20.1% |
| 1Y | -19.1% | +25.4% | -44.5% | -25.1% |
| 3Y | -19.4% | +217.3% | -236.8% | -44.1% |
| 5Y | +9.0% | +132.9% | -123.9% | -22.0% |
| 10Y | -76.2% | +101.1% | -177.3% | -84.7% |
| All | -76.2% | +99.5% | -175.7% | -84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling