+144.9%
PFE vs UPS
+272.8%
-127.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -0.7% | +1.7% | -2.4% | -1.3% |
| 30D | +5.3% | +17.4% | -12.1% | -0.2% |
| 3M | +10.1% | +7.7% | +2.4% | +7.2% |
| 6M | +18.0% | +13.8% | +4.2% | +12.1% |
| YTD | +25.8% | +17.3% | +8.5% | +17.6% |
| 1Y | +28.4% | +27.2% | +1.3% | +16.8% |
| 3Y | +20.9% | -5.6% | +26.6% | +18.2% |
| 5Y | -21.5% | -33.5% | +12.0% | -15.3% |
| 10Y | +46.2% | +43.7% | +2.5% | +10.5% |
| All | +144.9% | +272.8% | -127.9% | +23.3% |
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