+100.0%
UAL vs PPG
+26.3%
+73.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +1.3% |
| 7D | -2.0% | -5.1% | +3.1% | +2.9% |
| 30D | -15.7% | -9.6% | -6.1% | -7.4% |
| 3M | +3.6% | -6.4% | +10.0% | +10.1% |
| 6M | +16.9% | +0.5% | +16.4% | +16.5% |
| YTD | -4.8% | +4.4% | -9.2% | -8.8% |
| 1Y | -0.9% | -0.9% | 0.0% | -1.1% |
| 3Y | +124.5% | -17.0% | +141.4% | +165.0% |
| 5Y | +140.2% | -23.7% | +163.8% | +198.6% |
| All | +100.0% | +26.3% | +73.6% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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