+48.8%
PFE vs UPS
+43.9%
+4.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | -1.7% | +3.8% | -5.5% | -2.6% |
| 30D | +0.3% | +17.4% | -17.0% | -3.7% |
| 3M | +9.4% | +8.2% | +1.2% | +7.0% |
| 6M | +14.9% | +17.9% | -3.1% | +9.4% |
| YTD | +23.8% | +18.7% | +5.1% | +17.2% |
| 1Y | +19.5% | +24.8% | -5.3% | +11.6% |
| 3Y | +21.0% | -4.5% | +25.6% | +18.5% |
| 5Y | -23.9% | -33.2% | +9.3% | -19.3% |
| All | +48.8% | +43.9% | +4.9% | +14.2% |
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