-5.3%
PG vs UPS
+27.3%
-32.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.2% |
| 7D | +1.9% | -2.9% | +4.7% | +2.3% |
| 30D | -0.2% | -3.5% | +3.3% | +0.2% |
| 3M | +4.8% | -5.7% | +10.5% | +5.7% |
| 6M | -6.1% | -4.4% | -1.7% | -6.0% |
| YTD | +4.5% | +8.0% | -3.6% | +2.7% |
| 1Y | -5.3% | +29.0% | -34.3% | -9.1% |
| All | -5.3% | +27.3% | -32.6% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling