+206.7%
UAL vs PFGC
+77.4%
+129.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +3.4% |
| 7D | +8.2% | +8.5% | -0.4% | +2.0% |
| 30D | +2.3% | +15.0% | -12.7% | -7.3% |
| 3M | -12.7% | -6.2% | -6.5% | -9.3% |
| 6M | +12.7% | +15.7% | -3.0% | +0.3% |
| YTD | +0.8% | +19.6% | -18.7% | -13.6% |
| 1Y | +17.8% | +13.2% | +4.6% | +4.8% |
| 3Y | +206.7% | +77.0% | +129.7% | +120.5% |
| All | +206.7% | +77.4% | +129.3% | +120.5% |
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