+336.5%
PG vs UAL
+242.1%
+94.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.5% |
| 7D | +1.9% | +0.7% | +1.1% | +1.8% |
| 30D | -0.2% | -16.1% | +15.9% | +0.8% |
| 3M | +4.8% | +6.1% | -1.3% | +4.2% |
| 6M | -6.1% | +10.8% | -16.9% | -7.0% |
| YTD | +4.5% | -0.4% | +4.9% | +3.9% |
| 1Y | -5.3% | +5.0% | -10.3% | -6.2% |
| 3Y | +2.6% | +124.0% | -121.4% | -4.8% |
| 5Y | +15.6% | +141.0% | -125.4% | +5.4% |
| 10Y | +118.0% | +118.0% | 0.0% | +91.1% |
| All | +336.5% | +242.1% | +94.4% | +215.1% |
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 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