+0.7%
PFE vs UPS
-25.0%
+25.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.0% |
| 7D | +1.8% | -2.9% | +4.6% | +2.4% |
| 30D | +10.2% | -3.5% | +13.7% | +11.0% |
| 3M | +12.7% | -5.7% | +18.4% | +13.7% |
| 6M | +10.5% | -4.4% | +14.9% | +10.8% |
| YTD | +20.2% | +8.0% | +12.1% | +16.9% |
| 1Y | +24.1% | +29.0% | -5.0% | +15.4% |
| All | +0.7% | -25.0% | +25.7% | +1.4% |
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