+251.3%
UAL vs PPG
+522.6%
-271.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +0.9% |
| 7D | +0.7% | -1.5% | +2.2% | +2.3% |
| 30D | -16.1% | -5.0% | -11.2% | -11.6% |
| 3M | +6.1% | +1.1% | +5.0% | +4.9% |
| 6M | +10.8% | -3.2% | +14.0% | +14.5% |
| YTD | -0.4% | +11.9% | -12.3% | -11.4% |
| 1Y | +5.0% | +5.3% | -0.3% | -1.6% |
| 3Y | +124.0% | -15.0% | +139.0% | +161.3% |
| 5Y | +141.0% | -19.6% | +160.6% | +187.3% |
| 10Y | +118.0% | +27.0% | +91.0% | +57.5% |
| All | +251.3% | +522.6% | -271.3% | -60.5% |
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