+409.5%
PG vs UAL
+235.7%
+173.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.2% |
| 7D | +2.7% | -3.0% | +5.7% | +2.8% |
| 30D | +9.2% | +10.5% | -1.3% | +8.5% |
| 3M | +18.5% | -13.5% | +32.0% | +19.4% |
| 6M | +21.1% | +14.2% | +6.8% | +19.7% |
| YTD | +21.9% | -2.2% | +24.2% | +21.3% |
| 1Y | +18.1% | +12.5% | +5.6% | +16.4% |
| 3Y | +20.6% | +186.8% | -166.3% | +10.2% |
| 5Y | +31.8% | +119.4% | -87.6% | +20.8% |
| 10Y | +166.5% | +81.4% | +85.0% | +136.4% |
| All | +409.5% | +235.7% | +173.8% | +267.8% |
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