+79.1%
PEP vs UPS
+35.1%
+44.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | -1.7% | -3.7% | +2.0% | -0.8% |
| 30D | +0.3% | -3.7% | +4.0% | +1.2% |
| 3M | -3.2% | -6.6% | +3.3% | -2.0% |
| 6M | -13.6% | +2.6% | -16.1% | -14.7% |
| YTD | -1.9% | +4.8% | -6.6% | -3.8% |
| 1Y | -0.6% | +25.3% | -25.9% | -7.0% |
| 3Y | -13.6% | -26.9% | +13.3% | -9.4% |
| 5Y | +3.2% | -33.5% | +36.7% | +8.5% |
| 10Y | +79.1% | +36.1% | +43.0% | +33.5% |
| All | +79.1% | +35.1% | +44.0% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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