+112.3%
UAL vs PEGA
-45.3%
+157.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.5% | +5.5% | +2.9% |
| 7D | +8.2% | -4.5% | +12.7% | +9.4% |
| 30D | +2.3% | -5.7% | +8.0% | +3.6% |
| 3M | -12.7% | +2.6% | -15.3% | -13.8% |
| 6M | +12.7% | -10.6% | +23.3% | +14.1% |
| YTD | +0.8% | -45.5% | +46.3% | +14.6% |
| 1Y | +17.8% | -44.8% | +62.6% | +33.2% |
| 3Y | +206.7% | +45.5% | +161.2% | +154.8% |
| All | +112.3% | -45.3% | +157.6% | +145.9% |
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