+18.9%
PFE vs UAL
+16.4%
+2.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | -1.7% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | +3.1% | +7.8% | -4.7% | +2.6% |
| 3M | +11.2% | -11.1% | +22.3% | +11.8% |
| 6M | +15.0% | +16.1% | -1.0% | +12.7% |
| YTD | +23.5% | -0.5% | +24.0% | +21.5% |
| 1Y | +18.9% | +11.3% | +7.6% | +13.5% |
| All | +18.9% | +16.4% | +2.5% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling