+217.3%
UAL vs PEGA
+44.0%
+173.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.1% |
| 7D | +12.5% | -8.2% | +20.7% | +14.5% |
| 30D | +12.2% | -11.6% | +23.7% | +15.0% |
| 3M | -2.6% | -4.2% | +1.6% | -2.3% |
| 6M | +21.1% | -12.0% | +33.0% | +22.8% |
| YTD | +7.8% | -46.9% | +54.7% | +22.4% |
| 1Y | +25.4% | -47.0% | +72.4% | +42.2% |
| 3Y | +217.3% | +40.9% | +176.5% | +185.2% |
| All | +217.3% | +44.0% | +173.3% | +185.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling