+76.8%
UAL vs PEG
+167.4%
-90.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.5% |
| 7D | +0.7% | +2.3% | -1.6% | -0.9% |
| 30D | +7.8% | +6.1% | +1.6% | +3.3% |
| 3M | -11.1% | -0.5% | -10.6% | -10.9% |
| 6M | +16.1% | -3.2% | +19.2% | +18.4% |
| YTD | -0.5% | -4.4% | +3.9% | +1.7% |
| 1Y | +11.3% | -7.4% | +18.7% | +16.3% |
| 3Y | +192.8% | +33.9% | +158.9% | +128.4% |
| 5Y | +123.3% | +42.3% | +81.0% | +61.5% |
| All | +76.8% | +167.4% | -90.6% | -2.1% |
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