+229.6%
PM vs UAL
+94.5%
+135.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.0% |
| 7D | -5.2% | +8.2% | -13.4% | -6.0% |
| 30D | +2.7% | +2.3% | +0.4% | +2.3% |
| 3M | +5.2% | -12.7% | +17.9% | +6.4% |
| 6M | +17.0% | +12.7% | +4.3% | +14.8% |
| YTD | +25.5% | +0.8% | +24.7% | +23.8% |
| 1Y | +35.5% | +17.8% | +17.7% | +31.2% |
| 3Y | +143.9% | +206.7% | -62.8% | +101.3% |
| 5Y | +161.8% | +113.9% | +48.0% | +120.5% |
| All | +229.6% | +94.5% | +135.1% | +158.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling