+3.9%
PEP vs UPS
-34.9%
+38.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.9% |
| 7D | +0.1% | -2.1% | +2.2% | +0.4% |
| 30D | +0.7% | -2.3% | +3.0% | +1.0% |
| 3M | -0.5% | -5.2% | +4.7% | +0.1% |
| 6M | -11.3% | +1.4% | -12.7% | -11.9% |
| YTD | -0.6% | +6.1% | -6.7% | -2.0% |
| 1Y | +1.7% | +27.0% | -25.3% | -2.7% |
| 3Y | -12.5% | -25.9% | +13.5% | -10.1% |
| 5Y | +3.9% | -34.6% | +38.5% | +7.1% |
| All | +3.9% | -34.9% | +38.8% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling