+14.3%
PFE vs UAL
+197.6%
-183.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.7% | -1.8% |
| 7D | -3.7% | +8.2% | -11.9% | -4.2% |
| 30D | +5.0% | +2.3% | +2.6% | +4.8% |
| 3M | +12.2% | -12.7% | +24.9% | +13.0% |
| 6M | +14.6% | +12.7% | +1.9% | +13.1% |
| YTD | +24.1% | +0.8% | +23.3% | +23.0% |
| 1Y | +26.6% | +17.8% | +8.8% | +23.9% |
| 3Y | +14.3% | +206.7% | -192.4% | +4.6% |
| All | +14.3% | +197.6% | -183.3% | +4.6% |
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