+439.9%
PG vs UPS
+235.6%
+204.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | 0.0% |
| 7D | -2.7% | -3.4% | +0.7% | -1.8% |
| 30D | -1.5% | -2.7% | +1.2% | -0.9% |
| 3M | -3.4% | -1.6% | -1.7% | -3.3% |
| 6M | -7.0% | +2.3% | -9.3% | -8.2% |
| YTD | +2.0% | +5.6% | -3.6% | -0.3% |
| 1Y | -6.5% | +27.1% | -33.5% | -13.3% |
| 3Y | +1.2% | -26.3% | +27.5% | +6.1% |
| 5Y | +12.8% | -34.5% | +47.3% | +20.0% |
| 10Y | +117.7% | +37.1% | +80.6% | +77.9% |
| All | +439.9% | +235.6% | +204.3% | +229.5% |
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