+251.3%
UAL vs PNC
+594.0%
-342.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +0.7% | +1.4% | -0.7% | -0.2% |
| 30D | -16.1% | -3.8% | -12.3% | -13.6% |
| 3M | +6.1% | +9.0% | -2.9% | -0.2% |
| 6M | +10.8% | +16.6% | -5.8% | -0.4% |
| YTD | -0.4% | +20.4% | -20.8% | -12.4% |
| 1Y | +5.0% | +22.3% | -17.3% | -8.6% |
| 3Y | +124.0% | +124.5% | -0.5% | +29.3% |
| 5Y | +141.0% | +54.1% | +86.9% | +80.1% |
| 10Y | +118.0% | +276.3% | -158.3% | -6.6% |
| All | +251.3% | +594.0% | -342.7% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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