+106.2%
UAL vs PBR
+697.0%
-590.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +4.0% | +3.4% |
| 7D | -1.4% | +5.4% | -6.8% | -3.2% |
| 30D | -12.2% | +22.9% | -35.1% | -18.4% |
| 3M | -2.5% | +19.6% | -22.1% | -9.3% |
| 6M | +21.1% | +16.5% | +4.6% | +12.1% |
| YTD | -1.8% | +86.7% | -88.4% | -24.0% |
| 1Y | +0.4% | +74.7% | -74.3% | -20.8% |
| 3Y | +130.3% | +102.6% | +27.7% | +66.4% |
| 5Y | +147.7% | +566.6% | -418.9% | +1.2% |
| All | +106.2% | +697.0% | -590.7% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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