+251.3%
UAL vs PBR
+309.3%
-58.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.0% |
| 7D | +0.7% | +8.6% | -7.9% | -1.6% |
| 30D | -16.1% | +12.8% | -28.9% | -19.0% |
| 3M | +6.1% | +14.7% | -8.5% | +1.5% |
| 6M | +10.8% | +25.2% | -14.3% | +2.4% |
| YTD | -0.4% | +77.1% | -77.5% | -16.6% |
| 1Y | +5.0% | +69.6% | -64.5% | -11.3% |
| 3Y | +124.0% | +95.6% | +28.4% | +78.4% |
| 5Y | +141.0% | +501.8% | -360.8% | +34.1% |
| 10Y | +118.0% | +640.6% | -522.6% | +5.5% |
| All | +251.3% | +309.3% | -58.0% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling