+117.8%
UAL vs PTC
+224.0%
-106.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.0% | +8.5% | +5.6% |
| 7D | +0.7% | -10.3% | +11.0% | +6.2% |
| 30D | -16.1% | +1.1% | -17.2% | -17.4% |
| 3M | +6.1% | +1.6% | +4.5% | +2.3% |
| 6M | +10.8% | -13.5% | +24.3% | +15.8% |
| YTD | -0.4% | -19.1% | +18.7% | +7.6% |
| 1Y | +5.0% | -33.9% | +38.9% | +26.9% |
| 3Y | +124.0% | -3.9% | +127.9% | +112.5% |
| 5Y | +141.0% | +6.0% | +134.9% | +110.1% |
| All | +117.8% | +224.0% | -106.2% | -11.4% |
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