+1,067.6%
PSX vs UAL
+432.8%
+634.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -1.0% |
| 7D | -13.1% | +8.2% | -21.3% | -14.9% |
| 30D | -9.5% | +2.3% | -11.9% | -10.5% |
| 3M | +20.2% | -12.7% | +32.9% | +23.0% |
| 6M | +44.9% | +12.7% | +32.2% | +37.2% |
| YTD | +94.4% | +0.8% | +93.6% | +85.8% |
| 1Y | +83.1% | +17.8% | +65.3% | +67.1% |
| 3Y | +132.2% | +206.7% | -74.5% | +53.7% |
| 5Y | +278.8% | +113.9% | +165.0% | +162.1% |
| 10Y | +354.2% | +97.0% | +257.2% | +186.5% |
| All | +1,067.6% | +432.8% | +634.8% | +592.6% |
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 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