+763.1%
PM vs UAL
+406.3%
+356.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.2% |
| 7D | -4.9% | +0.7% | -5.6% | -4.9% |
| 30D | -3.4% | -16.1% | +12.7% | -2.0% |
| 3M | +5.2% | +6.1% | -1.0% | +4.4% |
| 6M | +3.7% | +10.8% | -7.1% | +2.1% |
| YTD | +15.8% | -0.4% | +16.2% | +14.8% |
| 1Y | +17.4% | +5.0% | +12.3% | +15.5% |
| 3Y | +116.9% | +124.0% | -7.1% | +94.6% |
| 5Y | +117.3% | +141.0% | -23.7% | +90.1% |
| 10Y | +193.8% | +118.0% | +75.7% | +145.8% |
| All | +763.1% | +406.3% | +356.9% | +480.7% |
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