+1.4%
UAL vs PNR
-47.2%
+48.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | 0.0% |
| 7D | -1.1% | -3.9% | +2.7% | +1.0% |
| 30D | -13.4% | -13.8% | +0.4% | -6.4% |
| 3M | -2.3% | -22.5% | +20.2% | +10.5% |
| 6M | +13.3% | -37.2% | +50.5% | +43.8% |
| YTD | -4.2% | -44.2% | +40.0% | +26.4% |
| 1Y | +1.4% | -46.6% | +48.0% | +38.1% |
| All | +1.4% | -47.2% | +48.6% | +38.1% |
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