+96.5%
UAL vs PNR
+101.4%
-4.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | +2.3% | -3.7% | +6.0% | +5.6% |
| 30D | +13.3% | +33.1% | -19.8% | -11.6% |
| 3M | -6.3% | +3.7% | -10.0% | -10.0% |
| 6M | +22.5% | -7.7% | +30.2% | +27.2% |
| YTD | +5.9% | -32.4% | +38.3% | +42.3% |
| 1Y | +24.7% | -35.0% | +59.7% | +73.4% |
| 3Y | +211.6% | +17.1% | +194.5% | +159.6% |
| 5Y | +130.6% | +0.1% | +130.4% | +116.3% |
| 10Y | +96.5% | +103.2% | -6.7% | -8.2% |
| All | +96.5% | +101.4% | -4.9% | -8.2% |
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