+129.8%
UAL vs PFGC
+60.5%
+69.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.9% |
| 7D | +0.7% | -2.2% | +2.9% | +2.3% |
| 30D | -16.1% | -11.9% | -4.2% | -8.8% |
| 3M | +6.1% | +5.0% | +1.1% | +1.4% |
| 6M | +10.8% | +8.6% | +2.2% | +3.5% |
| YTD | -0.4% | +9.7% | -10.1% | -9.0% |
| 1Y | +5.0% | -6.3% | +11.3% | +8.0% |
| All | +129.8% | +60.5% | +69.3% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling