+81.9%
PEP vs UAL
+90.6%
-8.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.5% |
| 7D | +6.7% | +5.0% | +1.6% | +6.3% |
| 30D | +13.5% | -1.2% | +14.8% | +13.5% |
| 3M | +3.9% | -16.8% | +20.7% | +5.0% |
| 6M | -6.0% | +18.0% | -23.9% | -7.3% |
| YTD | +2.5% | -1.2% | +3.7% | +1.9% |
| 1Y | +3.9% | +14.3% | -10.4% | +2.3% |
| 3Y | -4.7% | +194.6% | -199.2% | -13.9% |
| 5Y | +1.1% | +109.6% | -108.5% | -7.9% |
| All | +81.9% | +90.6% | -8.8% | +63.9% |
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 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