+144.9%
PM vs UAL
+223.7%
-78.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.6% |
| 7D | -6.6% | +12.5% | -19.1% | -6.5% |
| 30D | -3.4% | +12.2% | -15.6% | -3.3% |
| 3M | +5.3% | -2.6% | +7.9% | +5.4% |
| 6M | +15.5% | +21.1% | -5.5% | +15.9% |
| YTD | +24.3% | +7.8% | +16.4% | +24.7% |
| 1Y | +29.7% | +25.4% | +4.3% | +29.8% |
| 3Y | +144.9% | +217.3% | -72.4% | +135.5% |
| All | +144.9% | +223.7% | -78.7% | +135.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling