+105.4%
UAL vs PL
+16.0%
+89.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -10.1% | +5.6% | -2.9% |
| 7D | +5.0% | -20.5% | +25.6% | +8.7% |
| 30D | -1.2% | -38.8% | +37.5% | +6.6% |
| 3M | -16.8% | -49.1% | +32.4% | -7.7% |
| 6M | +18.0% | -69.4% | +87.3% | +39.0% |
| YTD | -1.2% | -42.3% | +41.2% | +1.2% |
| 1Y | +14.3% | -14.2% | +28.5% | +7.4% |
| 3Y | +194.6% | +398.7% | -204.1% | +74.4% |
| 5Y | +109.6% | +11.1% | +98.5% | +46.6% |
| All | +105.4% | +16.0% | +89.4% | +42.0% |
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