+139.2%
UAL vs PFG
+110.8%
+28.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.9% |
| 7D | +0.7% | +5.5% | -4.8% | -4.5% |
| 30D | -16.1% | +2.4% | -18.5% | -18.2% |
| 3M | +6.1% | +13.6% | -7.4% | -7.1% |
| 6M | +10.8% | +27.9% | -17.0% | -13.1% |
| YTD | -0.4% | +35.6% | -35.9% | -25.9% |
| 1Y | +5.0% | +48.5% | -43.4% | -28.6% |
| 3Y | +124.0% | +66.9% | +57.1% | +38.4% |
| All | +139.2% | +110.8% | +28.3% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling