-12.5%
PEP vs UPS
-26.6%
+14.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.8% |
| 7D | +0.1% | -2.1% | +2.2% | +0.3% |
| 30D | +0.7% | -2.3% | +3.0% | +0.9% |
| 3M | -0.5% | -5.2% | +4.7% | -0.1% |
| 6M | -11.3% | +1.4% | -12.7% | -11.8% |
| YTD | -0.6% | +6.1% | -6.7% | -1.6% |
| 1Y | +1.7% | +27.0% | -25.3% | -1.8% |
| 3Y | -12.5% | -25.9% | +13.5% | -12.1% |
| All | -12.5% | -26.6% | +14.1% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling