+206.7%
UAL vs PEG
+25.9%
+180.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.4% |
| 7D | +8.2% | -2.3% | +10.4% | +9.6% |
| 30D | +2.3% | +1.2% | +1.1% | +1.7% |
| 3M | -12.7% | -2.4% | -10.3% | -11.6% |
| 6M | +12.7% | -6.9% | +19.6% | +17.0% |
| YTD | +0.8% | -7.2% | +8.0% | +4.2% |
| 1Y | +17.8% | -8.9% | +26.6% | +23.0% |
| 3Y | +206.7% | +27.1% | +179.6% | +173.2% |
| All | +206.7% | +25.9% | +180.8% | +173.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling