+101.1%
UAL vs PTC
+315.4%
-214.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +12.5% | +1.3% | +11.2% | +11.8% |
| 30D | +12.2% | +1.1% | +11.1% | +11.7% |
| 3M | -2.6% | +30.1% | -32.7% | -17.4% |
| 6M | +21.1% | +34.0% | -13.0% | -1.2% |
| YTD | +7.8% | +12.8% | -5.0% | -4.0% |
| 1Y | +25.4% | +10.7% | +14.7% | +12.8% |
| 3Y | +217.3% | +29.6% | +187.7% | +152.9% |
| 5Y | +132.9% | +63.5% | +69.3% | +59.0% |
| 10Y | +101.1% | +316.7% | -215.5% | -26.4% |
| All | +101.1% | +315.4% | -214.2% | -26.4% |
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