+251.3%
UAL vs PEG
+365.3%
-113.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.6% |
| 7D | +0.7% | +0.7% | 0.0% | +0.2% |
| 30D | -16.1% | -2.4% | -13.7% | -14.8% |
| 3M | +6.1% | -4.8% | +10.9% | +9.3% |
| 6M | +10.8% | -10.7% | +21.5% | +18.7% |
| YTD | -0.4% | -6.7% | +6.3% | +3.3% |
| 1Y | +5.0% | -6.8% | +11.9% | +8.6% |
| 3Y | +124.0% | +34.5% | +89.5% | +80.9% |
| 5Y | +141.0% | +35.8% | +105.2% | +89.9% |
| 10Y | +118.0% | +141.7% | -23.7% | +21.2% |
| All | +251.3% | +365.3% | -113.9% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling