+398.8%
PLD vs UAL
+255.5%
+143.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.0% | -6.2% | -0.2% |
| 7D | +4.9% | +11.9% | -7.0% | +2.0% |
| 30D | +2.6% | +5.2% | -2.7% | +1.0% |
| 3M | -4.8% | -12.7% | +7.9% | -2.1% |
| 6M | -3.9% | +28.5% | -32.4% | -11.0% |
| YTD | +5.3% | +3.5% | +1.8% | +1.8% |
| 1Y | +9.3% | +27.5% | -18.3% | -0.1% |
| 3Y | +35.8% | +208.6% | -172.8% | -5.7% |
| 5Y | +2.9% | +135.6% | -132.6% | -27.0% |
| 10Y | +253.4% | +102.3% | +151.2% | +116.5% |
| All | +398.8% | +255.5% | +143.3% | +55.5% |
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