+100.2%
UAL vs PEGA
+99.2%
+1.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.9% | +10.7% | +8.0% |
| 7D | +10.2% | -10.0% | +20.2% | +13.8% |
| 30D | +12.0% | -12.7% | +24.7% | +16.6% |
| 3M | -7.1% | -4.6% | -2.5% | -6.7% |
| 6M | +20.9% | -13.1% | +34.0% | +23.5% |
| YTD | +7.7% | -47.6% | +55.2% | +27.8% |
| 1Y | +23.6% | -47.0% | +70.6% | +45.7% |
| 3Y | +222.6% | +42.0% | +180.6% | +147.4% |
| 5Y | +127.9% | -47.8% | +175.8% | +151.9% |
| 10Y | +100.2% | +92.0% | +8.2% | +35.1% |
| All | +100.2% | +99.2% | +1.0% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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