+255.6%
UAL vs PFG
+344.7%
-89.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +3.1% |
| 7D | +8.2% | -0.6% | +8.8% | +8.7% |
| 30D | +2.3% | +2.0% | +0.3% | +1.3% |
| 3M | -12.7% | -3.2% | -9.5% | -11.1% |
| 6M | +12.7% | +10.9% | +1.8% | +4.9% |
| YTD | +0.8% | +28.8% | -28.0% | -14.1% |
| 1Y | +17.8% | +39.2% | -21.4% | -4.2% |
| 3Y | +206.7% | +75.0% | +131.7% | +120.7% |
| 5Y | +113.9% | +91.9% | +21.9% | +46.8% |
| 10Y | +97.0% | +202.3% | -105.3% | +9.2% |
| All | +255.6% | +344.7% | -89.1% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling