+206.7%
UAL vs PENG
+184.4%
+22.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.4% | -10.3% | -0.2% |
| 7D | +8.2% | -19.4% | +27.6% | +11.2% |
| 30D | +2.3% | -42.4% | +44.7% | +11.6% |
| 3M | -12.7% | -25.6% | +13.0% | -10.2% |
| 6M | +12.7% | +7.3% | +5.4% | +0.1% |
| YTD | +0.8% | +113.9% | -113.0% | -26.4% |
| 1Y | +17.8% | +93.6% | -75.8% | -12.1% |
| 3Y | +206.7% | +170.2% | +36.5% | +80.5% |
| All | +206.7% | +184.4% | +22.3% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling