+251.3%
UAL vs PPL
+202.5%
+48.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.7% | +2.7% | -2.0% | -1.1% |
| 30D | -16.1% | +0.5% | -16.6% | -16.4% |
| 3M | +6.1% | +0.7% | +5.5% | +5.4% |
| 6M | +10.8% | -7.6% | +18.4% | +16.2% |
| YTD | -0.4% | +1.8% | -2.2% | -2.8% |
| 1Y | +5.0% | -0.8% | +5.8% | +4.1% |
| 3Y | +124.0% | +56.9% | +67.1% | +57.7% |
| 5Y | +141.0% | +39.5% | +101.5% | +83.2% |
| 10Y | +118.0% | +55.4% | +62.6% | +52.3% |
| All | +251.3% | +202.5% | +48.8% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling