+40.0%
UAL vs PENG
+520.3%
-480.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -23.0% | +18.5% | +0.7% |
| 7D | +5.0% | -36.7% | +41.7% | +14.9% |
| 30D | -1.2% | -42.0% | +40.8% | +9.3% |
| 3M | -16.8% | -33.2% | +16.4% | -11.6% |
| 6M | +18.0% | +2.1% | +15.8% | +6.5% |
| YTD | -1.2% | +90.3% | -91.5% | -25.0% |
| 1Y | +14.3% | +67.7% | -53.3% | -10.7% |
| 3Y | +194.6% | +154.2% | +40.3% | +93.6% |
| 5Y | +109.6% | +28.3% | +81.3% | +52.3% |
| All | +40.0% | +520.3% | -480.4% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling