+116.5%
UAL vs PFGC
+138.1%
-21.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.5% |
| 7D | -3.0% | +3.4% | -6.5% | -5.3% |
| 30D | +10.5% | +16.9% | -6.5% | -1.6% |
| 3M | -13.5% | +6.4% | -19.9% | -17.6% |
| 6M | +14.2% | +16.0% | -1.8% | +1.4% |
| YTD | -2.2% | +23.6% | -25.9% | -18.5% |
| 1Y | +12.5% | +16.6% | -4.1% | -2.2% |
| 3Y | +186.8% | +82.3% | +104.6% | +76.9% |
| All | +116.5% | +138.1% | -21.6% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling