+5.0%
UAL vs PNR
-43.1%
+48.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | +0.7% | -2.4% | +3.1% | +2.0% |
| 30D | -16.1% | -12.8% | -3.3% | -9.8% |
| 3M | +6.1% | -17.0% | +23.1% | +15.4% |
| 6M | +10.8% | -37.4% | +48.3% | +40.7% |
| YTD | -0.4% | -41.6% | +41.2% | +28.5% |
| 1Y | +5.0% | -44.6% | +49.6% | +40.4% |
| All | +5.0% | -43.1% | +48.1% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling