+107.5%
UAL vs PFG
+246.6%
-139.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +4.0% |
| 7D | +0.7% | +5.5% | -4.8% | -4.7% |
| 30D | -16.1% | +2.4% | -18.5% | -18.4% |
| 3M | +6.1% | +13.6% | -7.4% | -7.4% |
| 6M | +10.8% | +27.9% | -17.0% | -13.4% |
| YTD | -0.4% | +35.6% | -35.9% | -26.3% |
| 1Y | +5.0% | +48.5% | -43.4% | -29.1% |
| 3Y | +124.0% | +66.9% | +57.1% | +36.9% |
| 5Y | +141.0% | +111.0% | +30.0% | +14.7% |
| All | +107.5% | +246.6% | -139.1% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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