+12.8%
PG vs UAL
+127.4%
-114.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -2.7% | -2.0% | -0.7% | -2.6% |
| 30D | -1.5% | -15.7% | +14.1% | -0.8% |
| 3M | -3.4% | +3.6% | -7.0% | -3.6% |
| 6M | -7.0% | +16.9% | -23.9% | -7.8% |
| YTD | +2.0% | -4.8% | +6.7% | +1.7% |
| 1Y | -6.5% | -0.9% | -5.5% | -7.0% |
| 3Y | +1.2% | +124.5% | -123.3% | -5.1% |
| 5Y | +12.8% | +140.2% | -127.4% | +4.1% |
| All | +12.8% | +127.4% | -114.7% | +4.1% |
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