+106.2%
UAL vs PSLV
+190.6%
-84.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | -1.4% | -3.5% | +2.1% | -0.8% |
| 30D | -12.2% | -2.1% | -10.1% | -12.0% |
| 3M | -2.5% | -1.6% | -0.8% | -2.6% |
| 6M | +21.1% | -25.5% | +46.6% | +27.0% |
| YTD | -1.8% | -11.4% | +9.6% | -3.9% |
| 1Y | +0.4% | +48.6% | -48.2% | -13.7% |
| 3Y | +130.3% | +166.9% | -36.6% | +69.7% |
| 5Y | +147.7% | +152.4% | -4.7% | +80.9% |
| All | +106.2% | +190.6% | -84.3% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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