+92.6%
UAL vs PTC
+334.9%
-242.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +8.2% | -0.2% | +8.4% | +8.3% |
| 30D | +2.3% | +0.8% | +1.6% | +2.0% |
| 3M | -12.7% | +32.1% | -44.8% | -26.6% |
| 6M | +12.7% | +42.6% | -29.9% | -11.5% |
| YTD | +0.8% | +12.0% | -11.2% | -9.9% |
| 1Y | +17.8% | +12.2% | +5.6% | +5.1% |
| 3Y | +206.7% | +31.2% | +175.5% | +142.5% |
| 5Y | +113.9% | +54.9% | +59.0% | +50.3% |
| All | +92.6% | +334.9% | -242.3% | -30.8% |
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