+35.2%
PFE vs UPS
+35.1%
+0.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.3% |
| 7D | -4.3% | -3.7% | -0.6% | -3.3% |
| 30D | +2.7% | -3.7% | +6.4% | +3.7% |
| 3M | +10.0% | -6.6% | +16.5% | +11.5% |
| 6M | +7.2% | +2.6% | +4.6% | +5.6% |
| YTD | +17.3% | +4.8% | +12.5% | +14.8% |
| 1Y | +20.3% | +25.3% | -5.0% | +11.9% |
| 3Y | -1.6% | -26.9% | +25.2% | +3.4% |
| 5Y | -21.4% | -33.5% | +12.1% | -17.0% |
| 10Y | +35.2% | +36.1% | -0.8% | -0.7% |
| All | +35.2% | +35.1% | +0.2% | -0.7% |
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 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