+0.4%
UAL vs PEG
-5.5%
+6.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -3.0% |
| 7D | +3.5% | +1.0% | +2.4% | +3.1% |
| 30D | -16.5% | -1.9% | -14.6% | -15.9% |
| 3M | +2.8% | -3.7% | +6.4% | +4.1% |
| 6M | +17.6% | -9.4% | +27.0% | +20.8% |
| YTD | -3.2% | -6.0% | +2.8% | -2.1% |
| 1Y | +0.4% | -4.4% | +4.8% | +1.5% |
| All | +0.4% | -5.5% | +6.0% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling