+18.5%
PFE vs UPS
-10.0%
+28.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -1.1% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +5.0% | +17.3% | -12.4% | +1.5% |
| 3M | +12.2% | +6.6% | +5.6% | +10.6% |
| 6M | +14.6% | +12.0% | +2.6% | +11.1% |
| YTD | +24.1% | +14.4% | +9.8% | +19.3% |
| 1Y | +26.6% | +23.3% | +3.3% | +19.3% |
| All | +18.5% | -10.0% | +28.5% | +13.2% |
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 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