+130.0%
UAL vs PBR
+566.8%
-436.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -1.1% | +0.3% | -1.5% | -1.2% |
| 30D | -13.4% | +17.5% | -31.0% | -15.3% |
| 3M | -2.3% | +20.9% | -23.2% | -5.0% |
| 6M | +13.3% | +20.2% | -6.9% | +9.0% |
| YTD | -4.2% | +84.3% | -88.5% | -15.6% |
| 1Y | +1.4% | +77.1% | -75.7% | -10.2% |
| 3Y | +125.8% | +100.8% | +25.0% | +92.3% |
| 5Y | +130.0% | +556.1% | -426.1% | +37.2% |
| All | +130.0% | +566.8% | -436.8% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling