-20.2%
PFE vs UAL
+127.5%
-147.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.3% | -0.9% |
| 7D | -4.7% | +10.2% | -14.9% | -5.2% |
| 30D | +3.4% | +12.0% | -8.7% | +2.7% |
| 3M | +9.2% | -7.1% | +16.3% | +9.5% |
| 6M | +15.8% | +20.9% | -5.1% | +14.3% |
| YTD | +23.4% | +7.7% | +15.8% | +22.2% |
| 1Y | +25.8% | +23.6% | +2.3% | +23.6% |
| 3Y | +17.8% | +222.6% | -204.7% | +10.6% |
| 5Y | -20.2% | +127.9% | -148.1% | -30.1% |
| All | -20.2% | +127.5% | -147.7% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling