+95.5%
PEP vs UAL
+80.6%
+15.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +4.0% | +2.3% |
| 7D | +2.9% | -3.0% | +5.9% | +3.1% |
| 30D | +12.5% | +10.5% | +2.0% | +11.8% |
| 3M | +4.5% | -13.5% | +18.0% | +5.3% |
| 6M | -0.5% | +14.2% | -14.7% | -1.7% |
| YTD | +4.4% | -2.2% | +6.7% | +3.9% |
| 1Y | +4.4% | +12.5% | -8.1% | +2.8% |
| 3Y | -3.4% | +186.8% | -190.2% | -12.7% |
| 5Y | +5.2% | +119.4% | -114.2% | -4.6% |
| All | +95.5% | +80.6% | +15.0% | +78.2% |
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