+16.0%
PCG vs UAL
+110.9%
-94.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.6% |
| 7D | 0.0% | +5.0% | -5.0% | -0.8% |
| 30D | +5.8% | -1.2% | +7.1% | +5.9% |
| 3M | -22.8% | -16.8% | -6.0% | -20.7% |
| 6M | -18.4% | +18.0% | -36.4% | -21.2% |
| YTD | -16.9% | -1.2% | -15.7% | -18.0% |
| 1Y | -17.6% | +14.3% | -31.9% | -21.0% |
| 3Y | -20.0% | +194.6% | -214.5% | -39.9% |
| 5Y | +16.0% | +109.6% | -93.6% | -9.1% |
| All | +16.0% | +110.9% | -94.9% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling