+88.8%
UAL vs PPL
+62.9%
+25.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.3% | -5.1% |
| 7D | +5.0% | +1.0% | +4.0% | +4.3% |
| 30D | -1.2% | +6.8% | -8.1% | -5.8% |
| 3M | -16.8% | +3.9% | -20.6% | -19.1% |
| 6M | +18.0% | -2.0% | +20.0% | +18.9% |
| YTD | -1.2% | +5.3% | -6.5% | -6.1% |
| 1Y | +14.3% | +2.2% | +12.1% | +10.8% |
| 3Y | +194.6% | +56.7% | +137.8% | +103.3% |
| 5Y | +109.6% | +49.1% | +60.6% | +48.9% |
| All | +88.8% | +62.9% | +25.8% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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