+129.8%
UAL vs PCOR
-14.4%
+144.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.3% | +6.8% | +4.0% |
| 7D | +0.7% | -9.0% | +9.7% | +3.9% |
| 30D | -16.1% | +4.2% | -20.3% | -17.8% |
| 3M | +6.1% | +14.4% | -8.3% | -0.2% |
| 6M | +10.8% | +0.2% | +10.7% | +7.4% |
| YTD | -0.4% | -20.3% | +19.9% | +6.4% |
| 1Y | +5.0% | -16.1% | +21.2% | +8.8% |
| All | +129.8% | -14.4% | +144.2% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling