+128.2%
UAL vs PNR
-11.7%
+139.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -0.7% |
| 7D | +3.5% | -3.0% | +6.5% | +6.0% |
| 30D | -16.5% | -14.9% | -1.5% | -5.1% |
| 3M | +2.8% | -19.0% | +21.8% | +19.0% |
| 6M | +17.6% | -35.9% | +53.5% | +66.5% |
| YTD | -3.2% | -43.1% | +39.9% | +50.1% |
| 1Y | +0.4% | -46.4% | +46.8% | +64.7% |
| 3Y | +128.2% | -10.8% | +139.0% | +135.3% |
| All | +128.2% | -11.7% | +139.9% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling