+96.5%
UAL vs PEGA
+94.5%
+2.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +2.3% | -8.6% | +10.9% | +5.1% |
| 30D | +13.3% | -10.1% | +23.4% | +16.9% |
| 3M | -6.3% | -4.7% | -1.5% | -5.8% |
| 6M | +22.5% | -8.0% | +30.5% | +22.8% |
| YTD | +5.9% | -47.1% | +53.0% | +25.3% |
| 1Y | +24.7% | -47.5% | +72.1% | +47.6% |
| 3Y | +211.6% | +40.2% | +171.3% | +140.1% |
| 5Y | +130.6% | -45.7% | +176.3% | +150.5% |
| 10Y | +96.5% | +85.1% | +11.4% | +30.4% |
| All | +96.5% | +94.5% | +2.0% | +30.4% |
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