+109.6%
UAL vs PL
+28.1%
+81.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.4% | -8.3% | +0.4% |
| 7D | +8.2% | -6.8% | +15.0% | +9.1% |
| 30D | +2.3% | -29.3% | +31.6% | +7.8% |
| 3M | -12.7% | -44.8% | +32.1% | -4.5% |
| 6M | +12.7% | -68.4% | +81.1% | +32.0% |
| YTD | +0.8% | -36.4% | +37.2% | +1.6% |
| 1Y | +17.8% | +0.7% | +17.1% | +7.7% |
| 3Y | +206.7% | +455.3% | -248.6% | +78.3% |
| 5Y | +113.9% | +22.7% | +91.2% | +47.2% |
| All | +109.6% | +28.1% | +81.6% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling