+130.6%
UAL vs PEGA
-45.8%
+176.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +2.3% | -8.6% | +10.9% | +4.4% |
| 30D | +13.3% | -10.1% | +23.4% | +16.1% |
| 3M | -6.3% | -4.7% | -1.5% | -5.9% |
| 6M | +22.5% | -8.0% | +30.5% | +22.9% |
| YTD | +5.9% | -47.1% | +53.0% | +21.1% |
| 1Y | +24.7% | -47.5% | +72.1% | +42.6% |
| 3Y | +211.6% | +40.2% | +171.3% | +161.1% |
| 5Y | +130.6% | -45.7% | +176.3% | +164.5% |
| All | +130.6% | -45.8% | +176.4% | +164.5% |
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