+106.2%
UAL vs PNR
+66.2%
+40.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.3% |
| 7D | -1.4% | -6.0% | +4.6% | +3.9% |
| 30D | -12.2% | -14.0% | +1.7% | -0.6% |
| 3M | -2.5% | -21.7% | +19.2% | +16.9% |
| 6M | +21.1% | -37.3% | +58.4% | +75.6% |
| YTD | -1.8% | -45.1% | +43.3% | +57.9% |
| 1Y | +0.4% | -49.1% | +49.6% | +72.5% |
| 3Y | +130.3% | -14.8% | +145.1% | +154.0% |
| 5Y | +147.7% | -21.0% | +168.7% | +185.4% |
| All | +106.2% | +66.2% | +40.1% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling