+100.6%
UAL vs PCOR
-10.0%
+110.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +5.0% | +23.7% | -18.7% | -2.2% |
| 30D | -1.2% | +39.0% | -40.2% | -11.6% |
| 3M | -16.8% | +35.8% | -52.5% | -25.6% |
| 6M | +18.0% | +38.2% | -20.3% | +3.4% |
| YTD | -1.2% | +3.9% | -5.1% | -5.9% |
| 1Y | +14.3% | +5.7% | +8.6% | +7.8% |
| 3Y | +194.6% | +44.8% | +149.8% | +147.0% |
| 5Y | +109.6% | -19.8% | +129.4% | +82.1% |
| All | +100.6% | -10.0% | +110.6% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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