+248.5%
UAL vs PTC
+1,077.6%
-829.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.4% |
| 7D | +5.0% | -0.1% | +5.1% | +5.1% |
| 30D | -1.2% | +0.8% | -2.1% | -1.6% |
| 3M | -16.8% | +39.6% | -56.3% | -34.6% |
| 6M | +18.0% | +41.5% | -23.5% | -10.7% |
| YTD | -1.2% | +11.7% | -12.9% | -14.7% |
| 1Y | +14.3% | +2.4% | +11.9% | +3.4% |
| 3Y | +194.6% | +31.9% | +162.6% | +124.4% |
| 5Y | +109.6% | +54.5% | +55.1% | +42.1% |
| 10Y | +93.1% | +342.1% | -249.0% | -37.6% |
| All | +248.5% | +1,077.6% | -829.1% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling