+101.1%
UAL vs PEGA
+92.7%
+8.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.3% |
| 7D | +12.5% | -8.2% | +20.7% | +15.4% |
| 30D | +12.2% | -11.6% | +23.7% | +16.3% |
| 3M | -2.6% | -4.2% | +1.6% | -2.3% |
| 6M | +21.1% | -12.0% | +33.0% | +23.2% |
| YTD | +7.8% | -46.9% | +54.7% | +27.5% |
| 1Y | +25.4% | -47.0% | +72.4% | +48.0% |
| 3Y | +217.3% | +40.9% | +176.5% | +144.3% |
| 5Y | +132.9% | -45.4% | +178.2% | +152.2% |
| 10Y | +101.1% | +95.9% | +5.2% | +35.7% |
| All | +101.1% | +92.7% | +8.4% | +35.7% |
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