+116.5%
UAL vs PSA
+26.3%
+90.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -3.0% | -1.4% | -1.6% | -2.4% |
| 30D | +10.5% | +15.2% | -4.7% | +3.7% |
| 3M | -13.5% | +2.2% | -15.7% | -14.3% |
| 6M | +14.2% | +11.7% | +2.6% | +8.4% |
| YTD | -2.2% | +32.0% | -34.3% | -13.6% |
| 1Y | +12.5% | +26.3% | -13.8% | +1.2% |
| 3Y | +186.8% | +52.4% | +134.5% | +131.8% |
| All | +116.5% | +26.3% | +90.3% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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