+13.4%
PG vs UPS
-34.8%
+48.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -0.8% | -2.0% | +1.2% | -0.5% |
| 30D | +0.8% | -2.0% | +2.8% | +1.1% |
| 3M | -1.3% | -6.2% | +4.9% | -0.5% |
| 6M | -3.8% | +2.8% | -6.6% | -4.6% |
| YTD | +3.6% | +5.9% | -2.3% | +2.2% |
| 1Y | -5.7% | +26.2% | -32.0% | -9.8% |
| 3Y | +1.6% | -26.0% | +27.6% | +4.7% |
| All | +13.4% | -34.8% | +48.1% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling