+100.2%
UAL vs PFGC
+360.0%
-259.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.0% | +2.8% | +4.7% |
| 7D | +10.2% | +10.8% | -0.6% | +4.2% |
| 30D | +12.0% | +17.8% | -5.8% | +2.7% |
| 3M | -7.1% | -2.7% | -4.4% | -6.1% |
| 6M | +20.9% | +20.0% | +0.9% | +9.3% |
| YTD | +7.7% | +24.3% | -16.6% | -5.1% |
| 1Y | +23.6% | +13.2% | +10.3% | +14.1% |
| 3Y | +222.6% | +85.9% | +136.7% | +131.5% |
| 5Y | +127.9% | +141.0% | -13.1% | +43.3% |
| 10Y | +100.2% | +370.6% | -270.4% | +10.9% |
| All | +100.2% | +360.0% | -259.8% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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