+91.3%
PEP vs UAL
+83.8%
+7.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | -0.8% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | +11.8% | +7.8% | +4.0% | +11.2% |
| 3M | +3.7% | -11.1% | +14.7% | +4.3% |
| 6M | -4.3% | +16.1% | -20.4% | -5.6% |
| YTD | +2.1% | -0.5% | +2.6% | +1.5% |
| 1Y | +2.5% | +11.3% | -8.8% | +1.0% |
| 3Y | -5.0% | +192.8% | -197.9% | -14.3% |
| 5Y | +2.9% | +123.3% | -120.4% | -6.8% |
| All | +91.3% | +83.8% | +7.5% | +74.1% |
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 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