-21.0%
PCG vs UAL
+197.6%
-218.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.2% |
| 7D | -1.6% | +8.2% | -9.7% | -2.5% |
| 30D | +1.4% | +2.3% | -0.9% | +1.0% |
| 3M | -23.4% | -12.7% | -10.7% | -22.4% |
| 6M | -19.4% | +12.7% | -32.1% | -20.7% |
| YTD | -18.5% | +0.8% | -19.3% | -19.4% |
| 1Y | -19.5% | +17.8% | -37.3% | -22.0% |
| 3Y | -21.0% | +206.7% | -227.7% | -36.9% |
| All | -21.0% | +197.6% | -218.6% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling