+90.1%
PEP vs UPS
+45.7%
+44.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | -0.1% |
| 7D | +1.1% | -1.6% | +2.7% | +1.4% |
| 30D | +13.6% | +17.9% | -4.3% | +9.3% |
| 3M | +5.1% | +9.4% | -4.3% | +2.8% |
| 6M | -1.6% | +16.2% | -17.8% | -5.5% |
| YTD | +3.3% | +18.8% | -15.4% | -1.6% |
| 1Y | +3.2% | +26.1% | -22.9% | -3.2% |
| 3Y | -3.9% | -4.5% | +0.6% | -5.9% |
| 5Y | +4.0% | -33.2% | +37.3% | +10.5% |
| 10Y | +90.1% | +44.3% | +45.8% | +42.0% |
| All | +90.1% | +45.7% | +44.4% | +42.0% |
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