+29.7%
PM vs UPS
+27.7%
+1.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | -7.1% | -1.6% | -5.4% | -7.0% |
| 30D | -2.8% | +17.9% | -20.7% | -2.3% |
| 3M | +6.3% | +9.4% | -3.1% | +6.5% |
| 6M | +9.6% | +16.2% | -6.5% | +10.2% |
| YTD | +25.6% | +18.8% | +6.8% | +27.9% |
| 1Y | +29.7% | +26.1% | +3.5% | +30.6% |
| All | +29.7% | +27.7% | +1.9% | +30.6% |
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