+94.2%
UAL vs PR
+147.8%
-53.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.9% | +0.3% | -3.7% |
| 7D | +5.0% | -16.5% | +21.6% | +8.2% |
| 30D | -1.2% | -4.5% | +3.3% | -0.8% |
| 3M | -16.8% | +8.5% | -25.3% | -18.7% |
| 6M | +18.0% | -3.3% | +21.3% | +16.7% |
| YTD | -1.2% | +55.7% | -56.9% | -11.4% |
| 1Y | +14.3% | +82.0% | -67.7% | -0.8% |
| 3Y | +194.6% | +62.5% | +132.1% | +159.5% |
| 5Y | +109.6% | +223.9% | -114.3% | +55.7% |
| 10Y | +93.1% | +64.2% | +28.9% | +6.9% |
| All | +94.2% | +147.8% | -53.6% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling