+100.2%
UAL vs PEG
+155.4%
-55.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.3% | +3.4% | +4.4% |
| 7D | +10.2% | +0.9% | +9.3% | +9.6% |
| 30D | +12.0% | +3.8% | +8.2% | +9.1% |
| 3M | -7.1% | +0.1% | -7.2% | -7.2% |
| 6M | +20.9% | -1.0% | +21.9% | +21.4% |
| YTD | +7.7% | -4.1% | +11.8% | +9.8% |
| 1Y | +23.6% | -6.9% | +30.4% | +28.6% |
| 3Y | +222.6% | +35.6% | +186.9% | +149.3% |
| 5Y | +127.9% | +42.8% | +85.2% | +64.5% |
| 10Y | +100.2% | +160.2% | -60.0% | +10.0% |
| All | +100.2% | +155.4% | -55.2% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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