+24.7%
UAL vs PEGA
-47.0%
+71.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +2.3% | -8.6% | +10.9% | +3.4% |
| 30D | +13.3% | -10.1% | +23.4% | +14.7% |
| 3M | -6.3% | -4.7% | -1.5% | -6.0% |
| 6M | +22.5% | -8.0% | +30.5% | +23.1% |
| YTD | +5.9% | -47.1% | +53.0% | +14.3% |
| 1Y | +24.7% | -47.5% | +72.1% | +34.6% |
| All | +24.7% | -47.0% | +71.7% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling