+251.3%
UAL vs PSA
+776.2%
-524.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.3% |
| 7D | +0.7% | -3.7% | +4.4% | +3.3% |
| 30D | -16.1% | -7.7% | -8.4% | -11.4% |
| 3M | +6.1% | -0.6% | +6.7% | +6.0% |
| 6M | +10.8% | -0.9% | +11.8% | +11.3% |
| YTD | -0.4% | +18.7% | -19.1% | -11.9% |
| 1Y | +5.0% | +7.6% | -2.6% | -1.2% |
| 3Y | +124.0% | +23.7% | +100.4% | +85.2% |
| 5Y | +141.0% | +13.7% | +127.3% | +101.2% |
| 10Y | +118.0% | +98.9% | +19.2% | +9.7% |
| All | +251.3% | +776.2% | -524.8% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling