+140.2%
UAL vs PNR
-21.1%
+161.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.4% |
| 7D | -2.0% | -5.5% | +3.5% | +2.2% |
| 30D | -15.7% | -15.6% | -0.1% | -4.4% |
| 3M | +3.6% | -20.2% | +23.8% | +20.2% |
| 6M | +16.9% | -36.6% | +53.5% | +62.6% |
| YTD | -4.8% | -45.0% | +40.2% | +46.5% |
| 1Y | -0.9% | -47.4% | +46.5% | +58.1% |
| 3Y | +124.5% | -13.7% | +138.2% | +148.2% |
| 5Y | +140.2% | -20.8% | +161.0% | +163.5% |
| All | +140.2% | -21.1% | +161.2% | +163.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling