+140.2%
UAL vs PSLV
+148.4%
-8.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | +0.2% |
| 7D | -2.0% | -4.9% | +2.9% | -1.3% |
| 30D | -15.7% | -1.9% | -13.8% | -15.5% |
| 3M | +3.6% | +4.2% | -0.6% | +2.7% |
| 6M | +16.9% | -27.6% | +44.5% | +21.0% |
| YTD | -4.8% | -11.7% | +6.9% | -6.2% |
| 1Y | -0.9% | +49.3% | -50.3% | -10.5% |
| 3Y | +124.5% | +167.1% | -42.7% | +87.8% |
| 5Y | +140.2% | +151.7% | -11.5% | +89.0% |
| All | +140.2% | +148.4% | -8.2% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling