+117.8%
UAL vs PR
+109.1%
+8.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.8% |
| 7D | +0.7% | +2.9% | -2.2% | +0.1% |
| 30D | -16.1% | +18.0% | -34.1% | -18.8% |
| 3M | +6.1% | +16.9% | -10.7% | +2.3% |
| 6M | +10.8% | +28.2% | -17.4% | +4.1% |
| YTD | -0.4% | +69.3% | -69.7% | -11.6% |
| 1Y | +5.0% | +69.5% | -64.5% | -7.2% |
| 3Y | +124.0% | +81.7% | +42.3% | +93.8% |
| 5Y | +141.0% | +422.2% | -281.3% | +64.8% |
| All | +117.8% | +109.1% | +8.7% | +14.8% |
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