+110.1%
UAL vs PCOR
-10.0%
+120.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +19.7% | -11.7% | +1.6% |
| 7D | +11.9% | +21.8% | -9.9% | +4.7% |
| 30D | +5.2% | +39.5% | -34.3% | -5.9% |
| 3M | -12.7% | +35.2% | -48.0% | -21.9% |
| 6M | +28.5% | +21.7% | +6.8% | +17.3% |
| YTD | +3.5% | +3.9% | -0.4% | -1.4% |
| 1Y | +27.5% | +6.9% | +20.6% | +19.7% |
| 3Y | +208.6% | +44.8% | +163.8% | +158.8% |
| 5Y | +135.6% | -21.9% | +157.5% | +104.8% |
| All | +110.1% | -10.0% | +120.1% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling