-19.1%
PCG vs UAL
+21.5%
-40.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.7% |
| 7D | -0.5% | +12.5% | -12.9% | -1.4% |
| 30D | +0.8% | +12.2% | -11.4% | -0.3% |
| 3M | -22.0% | -2.6% | -19.5% | -22.1% |
| 6M | -17.1% | +21.1% | -38.2% | -18.0% |
| YTD | -16.9% | +7.8% | -24.7% | -18.3% |
| 1Y | -19.1% | +25.4% | -44.5% | -21.4% |
| All | -19.1% | +21.5% | -40.6% | -21.4% |
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