-43.2%
PCG vs UAL
+239.3%
-282.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.8% |
| 7D | 0.0% | +5.0% | -5.0% | -0.6% |
| 30D | +5.8% | -1.2% | +7.1% | +5.9% |
| 3M | -22.8% | -16.8% | -6.0% | -21.4% |
| 6M | -18.4% | +18.0% | -36.4% | -20.3% |
| YTD | -16.9% | -1.2% | -15.7% | -17.6% |
| 1Y | -17.6% | +14.3% | -31.9% | -19.7% |
| 3Y | -20.0% | +194.6% | -214.5% | -31.2% |
| 5Y | +16.0% | +109.6% | -93.6% | +1.6% |
| 10Y | -76.7% | +93.1% | -169.8% | -80.5% |
| All | -43.2% | +239.3% | -282.5% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling