-0.6%
PEP vs UPS
+25.5%
-26.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | -1.7% | -3.7% | +2.0% | -1.4% |
| 30D | +0.3% | -3.7% | +4.0% | +0.6% |
| 3M | -3.2% | -6.6% | +3.3% | -2.8% |
| 6M | -13.6% | +2.6% | -16.1% | -13.9% |
| YTD | -1.9% | +4.8% | -6.6% | -1.0% |
| 1Y | -0.6% | +25.3% | -25.9% | +2.7% |
| All | -0.6% | +25.5% | -26.1% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling