+116.5%
UAL vs PBR
+459.2%
-342.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -1.8% |
| 7D | -3.0% | -1.0% | -2.0% | -3.0% |
| 30D | +10.5% | -29.3% | +39.8% | +13.5% |
| 3M | -13.5% | +5.5% | -19.0% | -15.4% |
| 6M | +14.2% | -2.9% | +17.1% | +12.7% |
| YTD | -2.2% | +61.5% | -63.7% | -13.6% |
| 1Y | +12.5% | +46.9% | -34.4% | +1.3% |
| 3Y | +186.8% | +66.4% | +120.4% | +148.0% |
| All | +116.5% | +459.2% | -342.7% | +19.1% |
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