+112.3%
UAL vs PPL
+47.9%
+64.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.3% |
| 7D | +8.2% | +0.4% | +7.7% | +7.9% |
| 30D | +2.3% | +5.4% | -3.1% | -0.6% |
| 3M | -12.7% | +4.3% | -17.0% | -14.7% |
| 6M | +12.7% | -1.3% | +14.0% | +13.1% |
| YTD | +0.8% | +4.7% | -3.9% | -2.7% |
| 1Y | +17.8% | +1.3% | +16.5% | +15.7% |
| 3Y | +206.7% | +57.2% | +149.5% | +121.5% |
| All | +112.3% | +47.9% | +64.4% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling