+141.6%
PFE vs UPS
+263.5%
-121.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -0.8% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +5.0% | +17.3% | -12.4% | -0.5% |
| 3M | +12.2% | +6.6% | +5.6% | +9.6% |
| 6M | +14.6% | +12.0% | +2.6% | +9.5% |
| YTD | +24.1% | +14.4% | +9.8% | +17.1% |
| 1Y | +26.6% | +23.3% | +3.3% | +16.3% |
| 3Y | +14.3% | -9.6% | +23.9% | +13.5% |
| 5Y | -21.9% | -34.1% | +12.2% | -15.5% |
| 10Y | +62.6% | +49.5% | +13.1% | +20.9% |
| All | +141.6% | +263.5% | -121.9% | +22.7% |
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 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