+139.2%
UAL vs PR
+433.6%
-294.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.9% |
| 7D | +0.7% | +2.9% | -2.2% | 0.0% |
| 30D | -16.1% | +18.0% | -34.1% | -19.4% |
| 3M | +6.1% | +16.9% | -10.7% | +1.5% |
| 6M | +10.8% | +28.2% | -17.4% | +2.0% |
| YTD | -0.4% | +69.3% | -69.7% | -15.6% |
| 1Y | +5.0% | +69.5% | -64.5% | -11.5% |
| 3Y | +124.0% | +81.7% | +42.3% | +81.4% |
| All | +139.2% | +433.6% | -294.5% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling