+129.8%
UAL vs PPL
+57.3%
+72.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.7% | +2.7% | -2.0% | -0.2% |
| 30D | -16.1% | +0.5% | -16.6% | -16.2% |
| 3M | +6.1% | +0.7% | +5.5% | +5.9% |
| 6M | +10.8% | -7.6% | +18.4% | +13.7% |
| YTD | -0.4% | +1.8% | -2.2% | -1.6% |
| 1Y | +5.0% | -0.8% | +5.8% | +4.9% |
| All | +129.8% | +57.3% | +72.5% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling