+12.5%
UAL vs PENG
+130.4%
-117.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.7% | -1.1% |
| 7D | -3.0% | +13.2% | -16.3% | -4.7% |
| 30D | +10.5% | -29.9% | +40.4% | +14.5% |
| 3M | -13.5% | -22.2% | +8.7% | -12.3% |
| 6M | +14.2% | -1.9% | +16.1% | +4.8% |
| YTD | -2.2% | +142.1% | -144.4% | -33.9% |
| 1Y | +12.5% | +151.5% | -139.0% | -26.0% |
| All | +12.5% | +130.4% | -117.9% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling