+344.1%
PEP vs UAL
+242.1%
+102.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.8% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | +0.2% | -16.1% | +16.3% | +1.3% |
| 3M | -1.1% | +6.1% | -7.3% | -1.7% |
| 6M | -13.5% | +10.8% | -24.3% | -14.4% |
| YTD | -1.2% | -0.4% | -0.8% | -1.8% |
| 1Y | -1.6% | +5.0% | -6.6% | -2.6% |
| 3Y | -12.5% | +124.0% | -136.5% | -19.2% |
| 5Y | +3.0% | +141.0% | -137.9% | -6.7% |
| 10Y | +73.9% | +118.0% | -44.1% | +51.6% |
| All | +344.1% | +242.1% | +102.0% | +231.8% |
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