+110.0%
UAL vs PFGC
+419.1%
-309.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.8% |
| 7D | +0.7% | -2.2% | +2.9% | +1.9% |
| 30D | -16.1% | -11.9% | -4.2% | -10.7% |
| 3M | +6.1% | +5.0% | +1.1% | +3.1% |
| 6M | +10.8% | +8.6% | +2.2% | +6.1% |
| YTD | -0.4% | +9.7% | -10.1% | -5.9% |
| 1Y | +5.0% | -6.3% | +11.3% | +7.3% |
| 3Y | +124.0% | +58.2% | +65.8% | +76.7% |
| 5Y | +141.0% | +110.4% | +30.5% | +65.5% |
| 10Y | +118.0% | +272.8% | -154.7% | +26.7% |
| All | +110.0% | +419.1% | -309.2% | +16.7% |
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