+96.5%
UAL vs PTC
+317.3%
-220.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +2.3% | +0.5% | +1.8% | +2.0% |
| 30D | +13.3% | +0.9% | +12.4% | +12.9% |
| 3M | -6.3% | +30.4% | -36.7% | -20.6% |
| 6M | +22.5% | +34.4% | -11.9% | -0.2% |
| YTD | +5.9% | +12.6% | -6.7% | -5.6% |
| 1Y | +24.7% | +10.2% | +14.5% | +12.5% |
| 3Y | +211.6% | +29.4% | +182.2% | +148.5% |
| 5Y | +130.6% | +63.7% | +66.8% | +57.2% |
| 10Y | +96.5% | +316.9% | -220.4% | -28.4% |
| All | +96.5% | +317.3% | -220.9% | -28.4% |
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