+116.5%
UAL vs PPG
-15.7%
+132.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | -3.0% | +0.7% | -3.8% | -3.5% |
| 30D | +10.5% | +17.6% | -7.1% | -4.6% |
| 3M | -13.5% | +7.5% | -20.9% | -18.9% |
| 6M | +14.2% | +17.6% | -3.4% | -1.1% |
| YTD | -2.2% | +22.6% | -24.8% | -19.0% |
| 1Y | +12.5% | +28.0% | -15.5% | -10.4% |
| 3Y | +186.8% | +1.8% | +185.0% | +177.2% |
| All | +116.5% | -15.7% | +132.2% | +137.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling