-76.0%
PCG vs UAL
+118.5%
-194.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +1.9% |
| 7D | -13.9% | +0.7% | -14.6% | -14.0% |
| 30D | -16.9% | -16.1% | -0.8% | -13.7% |
| 3M | -14.7% | +6.1% | -20.9% | -16.2% |
| 6M | -23.8% | +10.8% | -34.7% | -26.5% |
| YTD | -10.5% | -0.4% | -10.1% | -12.2% |
| 1Y | -5.1% | +5.0% | -10.1% | -8.5% |
| 3Y | -11.6% | +124.0% | -135.6% | -33.0% |
| 5Y | +59.0% | +141.0% | -82.0% | +12.4% |
| All | -76.0% | +118.5% | -194.5% | -84.6% |
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