+92.6%
UAL vs PR
+66.0%
+26.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.7% |
| 7D | +8.2% | -16.4% | +24.6% | +11.5% |
| 30D | +2.3% | -1.9% | +4.2% | +2.3% |
| 3M | -12.7% | +8.0% | -20.6% | -14.6% |
| 6M | +12.7% | +4.1% | +8.6% | +10.1% |
| YTD | +0.8% | +58.7% | -57.9% | -10.0% |
| 1Y | +17.8% | +75.8% | -58.0% | +2.9% |
| 3Y | +206.7% | +73.2% | +133.5% | +166.9% |
| 5Y | +113.9% | +230.1% | -116.3% | +58.0% |
| All | +92.6% | +66.0% | +26.6% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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