+112.5%
UAL vs PFGC
+465.8%
-353.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +3.0% |
| 7D | +8.2% | +8.5% | -0.4% | +3.6% |
| 30D | +2.3% | +15.0% | -12.7% | -4.9% |
| 3M | -12.7% | -6.2% | -6.5% | -10.2% |
| 6M | +12.7% | +15.7% | -3.0% | +4.0% |
| YTD | +0.8% | +19.6% | -18.7% | -9.0% |
| 1Y | +17.8% | +13.2% | +4.6% | +9.0% |
| 3Y | +206.7% | +77.0% | +129.7% | +128.2% |
| 5Y | +113.9% | +121.5% | -7.6% | +42.4% |
| 10Y | +97.0% | +354.5% | -257.6% | +7.3% |
| All | +112.5% | +465.8% | -353.3% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling