+745.9%
PEP vs UPS
+243.4%
+502.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -1.4% | -2.9% | +1.5% | -0.7% |
| 30D | +0.2% | -3.5% | +3.7% | +1.1% |
| 3M | -1.1% | -5.7% | +4.6% | 0.0% |
| 6M | -13.5% | -4.4% | -9.1% | -13.2% |
| YTD | -1.2% | +8.0% | -9.2% | -3.9% |
| 1Y | -1.6% | +29.0% | -30.6% | -8.7% |
| 3Y | -12.5% | -27.7% | +15.2% | -8.0% |
| 5Y | +3.0% | -34.3% | +37.4% | +9.0% |
| 10Y | +73.9% | +37.8% | +36.1% | +44.6% |
| All | +745.9% | +243.4% | +502.6% | +453.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling