+357.1%
PSX vs UAL
+97.8%
+259.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +3.7% |
| 7D | -0.4% | +2.3% | -2.6% | -1.0% |
| 30D | -8.1% | +13.3% | -21.4% | -11.6% |
| 3M | +15.9% | -6.3% | +22.2% | +16.7% |
| 6M | +49.4% | +22.5% | +26.9% | +37.4% |
| YTD | +104.7% | +5.9% | +98.8% | +92.0% |
| 1Y | +89.1% | +24.7% | +64.4% | +68.0% |
| 3Y | +151.7% | +211.6% | -59.8% | +55.9% |
| 5Y | +298.3% | +130.6% | +167.8% | +153.8% |
| 10Y | +357.1% | +96.5% | +260.6% | +177.6% |
| All | +357.1% | +97.8% | +259.3% | +177.6% |
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