+128.2%
UAL vs PBR
+98.1%
+30.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.3% | -2.9% |
| 7D | +3.5% | +2.5% | +1.0% | +3.4% |
| 30D | -16.5% | +19.4% | -35.8% | -17.1% |
| 3M | +2.8% | +20.8% | -18.0% | +1.8% |
| 6M | +17.6% | +23.5% | -5.9% | +13.9% |
| YTD | -3.2% | +83.4% | -86.6% | -14.1% |
| 1Y | +0.4% | +77.6% | -77.1% | -10.7% |
| 3Y | +128.2% | +99.9% | +28.3% | +104.5% |
| All | +128.2% | +98.1% | +30.1% | +104.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling