+87.5%
UAL vs PEGA
+107.3%
-19.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.5% | +5.5% | +3.1% |
| 7D | +8.2% | -4.5% | +12.7% | +9.7% |
| 30D | +2.3% | -5.7% | +8.0% | +4.0% |
| 3M | -12.7% | +2.7% | -15.3% | -14.2% |
| 6M | +12.7% | -10.5% | +23.2% | +14.2% |
| YTD | +0.8% | -45.4% | +46.3% | +18.3% |
| 1Y | +17.8% | -44.7% | +62.5% | +37.2% |
| 3Y | +206.7% | +45.7% | +161.0% | +133.8% |
| 5Y | +113.9% | -45.3% | +159.1% | +132.7% |
| All | +87.5% | +107.3% | -19.8% | +25.1% |
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