+48.8%
PFE vs UAL
+80.6%
-31.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.3% |
| 7D | -1.7% | -3.0% | +1.3% | -1.5% |
| 30D | +0.3% | +10.5% | -10.1% | -0.5% |
| 3M | +9.4% | -13.5% | +22.9% | +10.4% |
| 6M | +14.9% | +14.2% | +0.7% | +13.2% |
| YTD | +23.8% | -2.2% | +26.0% | +23.0% |
| 1Y | +19.5% | +12.5% | +7.0% | +17.3% |
| 3Y | +21.0% | +186.8% | -165.8% | +8.3% |
| 5Y | -23.9% | +119.4% | -143.2% | -31.5% |
| All | +48.8% | +80.6% | -31.8% | +40.1% |
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