-4.6%
PEP vs UAL
+191.7%
-196.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.3% |
| 7D | +6.7% | +5.0% | +1.6% | +6.6% |
| 30D | +13.5% | -1.2% | +14.8% | +13.5% |
| 3M | +3.9% | -16.8% | +20.7% | +4.3% |
| 6M | -6.0% | +18.0% | -23.9% | -6.4% |
| YTD | +2.5% | -1.2% | +3.7% | +2.2% |
| 1Y | +3.9% | +14.3% | -10.4% | +3.3% |
| All | -4.6% | +191.7% | -196.3% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling