+107.1%
UAL vs PL
+84.9%
+22.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.7% |
| 7D | +0.7% | -9.3% | +10.0% | +2.2% |
| 30D | -16.1% | -18.9% | +2.8% | -13.3% |
| 3M | +6.1% | -58.4% | +64.5% | +20.0% |
| 6M | +10.8% | -30.3% | +41.2% | +12.3% |
| YTD | -0.4% | -8.1% | +7.7% | -4.9% |
| 1Y | +5.0% | +180.5% | -175.5% | -21.2% |
| 3Y | +124.0% | +444.1% | -320.1% | +32.8% |
| 5Y | +141.0% | +83.0% | +57.9% | +55.0% |
| All | +107.1% | +84.9% | +22.2% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling