+60.6%
PFE vs UAL
+94.5%
-33.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.7% | -1.8% |
| 7D | -3.7% | +8.2% | -11.9% | -4.3% |
| 30D | +5.0% | +2.3% | +2.6% | +4.7% |
| 3M | +12.2% | -12.7% | +24.9% | +13.2% |
| 6M | +14.6% | +12.7% | +1.9% | +13.0% |
| YTD | +24.1% | +0.8% | +23.3% | +23.0% |
| 1Y | +26.6% | +17.8% | +8.8% | +23.8% |
| 3Y | +14.3% | +206.7% | -192.4% | +1.7% |
| 5Y | -21.9% | +113.9% | -135.8% | -29.6% |
| All | +60.6% | +94.5% | -33.9% | +51.1% |
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