+250.9%
UAL vs PPG
+581.0%
-330.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -3.9% |
| 7D | +0.7% | -0.2% | +0.8% | +1.0% |
| 30D | +7.8% | +17.7% | -10.0% | -8.3% |
| 3M | -11.1% | +7.4% | -18.5% | -17.1% |
| 6M | +16.1% | +16.4% | -0.3% | +0.1% |
| YTD | -0.5% | +22.4% | -22.9% | -19.0% |
| 1Y | +11.3% | +28.6% | -17.3% | -13.9% |
| 3Y | +192.8% | +2.0% | +190.9% | +184.5% |
| 5Y | +123.3% | -15.6% | +138.9% | +155.8% |
| 10Y | +84.6% | +54.6% | +30.0% | +9.9% |
| All | +250.9% | +581.0% | -330.0% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling