+206.7%
UAL vs PFG
+72.1%
+134.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +3.7% |
| 7D | +8.2% | -0.6% | +8.8% | +9.0% |
| 30D | +2.3% | +2.0% | +0.3% | +0.6% |
| 3M | -12.7% | -3.2% | -9.5% | -10.4% |
| 6M | +12.7% | +10.9% | +1.8% | -0.8% |
| YTD | +0.8% | +28.8% | -28.0% | -24.1% |
| 1Y | +17.8% | +39.2% | -21.4% | -18.4% |
| 3Y | +206.7% | +75.0% | +131.7% | +74.6% |
| All | +206.7% | +72.1% | +134.6% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling