+139.2%
UAL vs PENG
+115.2%
+23.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.4% | -3.9% | +1.0% |
| 7D | +0.7% | +4.5% | -3.8% | -0.3% |
| 30D | -16.1% | -7.1% | -9.0% | -14.9% |
| 3M | +6.1% | -27.3% | +33.4% | +9.8% |
| 6M | +10.8% | +169.6% | -158.7% | -21.5% |
| YTD | -0.4% | +164.6% | -165.0% | -29.6% |
| 1Y | +5.0% | +109.5% | -104.4% | -21.8% |
| 3Y | +124.0% | +98.9% | +25.1% | +51.2% |
| All | +139.2% | +115.2% | +23.9% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling