+852.8%
PM vs UAL
+402.2%
+450.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.6% | -0.1% | -4.2% |
| 7D | -3.4% | +5.0% | -8.4% | -3.8% |
| 30D | +5.8% | -1.2% | +7.1% | +5.8% |
| 3M | +6.7% | -16.8% | +23.4% | +8.1% |
| 6M | +19.9% | +18.0% | +1.9% | +17.5% |
| YTD | +27.8% | -1.2% | +29.0% | +26.6% |
| 1Y | +39.4% | +14.3% | +25.1% | +36.2% |
| 3Y | +146.9% | +194.6% | -47.7% | +115.8% |
| 5Y | +166.6% | +109.6% | +57.0% | +136.1% |
| 10Y | +242.1% | +93.1% | +149.0% | +188.6% |
| All | +852.8% | +402.2% | +450.6% | +540.4% |
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