+346.6%
PSX vs UAL
+94.5%
+252.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -1.1% |
| 7D | -13.1% | +8.2% | -21.3% | -15.1% |
| 30D | -9.5% | +2.3% | -11.9% | -10.6% |
| 3M | +20.2% | -12.7% | +32.9% | +23.3% |
| 6M | +44.9% | +12.7% | +32.2% | +36.3% |
| YTD | +94.4% | +0.8% | +93.6% | +84.8% |
| 1Y | +83.1% | +17.8% | +65.3% | +65.2% |
| 3Y | +132.2% | +206.7% | -74.5% | +44.0% |
| 5Y | +278.8% | +113.9% | +165.0% | +147.0% |
| All | +346.6% | +94.5% | +252.1% | +172.2% |
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