+139.2%
UAL vs PEGA
-46.5%
+185.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.7% |
| 7D | +0.7% | +3.3% | -2.6% | -0.1% |
| 30D | -16.1% | +17.7% | -33.9% | -19.7% |
| 3M | +6.1% | +5.8% | +0.3% | +3.6% |
| 6M | +10.8% | -20.3% | +31.1% | +15.7% |
| YTD | -0.4% | -37.1% | +36.7% | +9.7% |
| 1Y | +5.0% | -30.2% | +35.2% | +11.5% |
| 3Y | +124.0% | +48.1% | +75.9% | +86.5% |
| All | +139.2% | -46.5% | +185.6% | +179.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling