+1,844.9%
PWR vs UAL
+83.8%
+1,761.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | +1.3% |
| 7D | +19.1% | +0.7% | +18.4% | +18.9% |
| 30D | -12.0% | +7.8% | -19.8% | -14.1% |
| 3M | -10.6% | -11.1% | +0.5% | -8.2% |
| 6M | -20.8% | +16.1% | -36.9% | -24.8% |
| YTD | +43.7% | -0.5% | +44.2% | +40.7% |
| 1Y | +35.0% | +11.3% | +23.7% | +28.1% |
| 3Y | +249.4% | +192.8% | +56.6% | +141.4% |
| 5Y | +422.1% | +123.3% | +298.8% | +270.6% |
| All | +1,844.9% | +83.8% | +1,761.2% | +1,216.1% |
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