+194.3%
PFE vs UAL
+242.1%
-47.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.8% | -1.5% |
| 7D | +1.8% | +0.7% | +1.0% | +1.7% |
| 30D | +10.2% | -16.1% | +26.3% | +12.0% |
| 3M | +12.7% | +6.1% | +6.5% | +11.7% |
| 6M | +10.5% | +10.8% | -0.3% | +8.8% |
| YTD | +20.2% | -0.4% | +20.5% | +19.2% |
| 1Y | +24.1% | +5.0% | +19.0% | +22.2% |
| 3Y | -3.6% | +124.0% | -127.6% | -13.5% |
| 5Y | -20.9% | +141.0% | -161.8% | -31.0% |
| 10Y | +35.8% | +118.0% | -82.2% | +12.2% |
| All | +194.3% | +242.1% | -47.8% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling