+99.1%
UAL vs PEG
+145.3%
-46.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -3.3% |
| 7D | +3.5% | +1.0% | +2.4% | +2.7% |
| 30D | -16.5% | -1.9% | -14.6% | -15.4% |
| 3M | +2.8% | -3.7% | +6.4% | +5.3% |
| 6M | +17.6% | -9.4% | +27.0% | +25.5% |
| YTD | -3.2% | -6.0% | +2.8% | +0.1% |
| 1Y | +0.4% | -4.4% | +4.8% | +2.1% |
| 3Y | +128.2% | +33.5% | +94.6% | +78.6% |
| 5Y | +137.7% | +35.7% | +102.0% | +79.0% |
| 10Y | +99.1% | +140.4% | -41.3% | +11.7% |
| All | +99.1% | +145.3% | -46.2% | +11.7% |
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