+76.8%
UAL vs PBR
+576.8%
-500.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.6% | -7.6% | -6.5% |
| 7D | +0.7% | -3.7% | +4.4% | +1.8% |
| 30D | +7.8% | -29.0% | +36.8% | +18.9% |
| 3M | -11.1% | +4.9% | -16.0% | -14.9% |
| 6M | +16.1% | -8.4% | +24.5% | +15.2% |
| YTD | -0.5% | +59.4% | -59.9% | -20.9% |
| 1Y | +11.3% | +45.5% | -34.2% | -8.7% |
| 3Y | +192.8% | +67.4% | +125.5% | +121.4% |
| 5Y | +123.3% | +453.0% | -329.7% | -5.5% |
| All | +76.8% | +576.8% | -500.1% | -40.3% |
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