+73.7%
UAL vs PTC
+312.5%
-238.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -3.0% | +0.5% | -3.5% | -3.2% |
| 30D | +10.5% | +1.2% | +9.2% | +9.9% |
| 3M | -13.5% | +27.4% | -40.9% | -25.8% |
| 6M | +14.2% | +39.2% | -25.0% | -8.7% |
| YTD | -2.2% | +12.5% | -14.8% | -12.8% |
| 1Y | +12.5% | +12.3% | +0.2% | +0.4% |
| 3Y | +186.8% | +28.8% | +158.0% | +129.3% |
| 5Y | +119.4% | +60.9% | +58.5% | +51.2% |
| All | +73.7% | +312.5% | -238.8% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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