+165.8%
PM vs UAL
+109.3%
+56.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -1.9% |
| 7D | -5.2% | +8.2% | -13.4% | -5.5% |
| 30D | +2.7% | +2.3% | +0.4% | +2.6% |
| 3M | +5.2% | -12.7% | +17.9% | +5.8% |
| 6M | +17.0% | +12.7% | +4.3% | +16.1% |
| YTD | +25.5% | +0.8% | +24.7% | +24.9% |
| 1Y | +35.5% | +17.8% | +17.7% | +33.4% |
| 3Y | +143.9% | +206.7% | -62.8% | +113.6% |
| All | +165.8% | +109.3% | +56.5% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling