+125.1%
PM vs UPS
-34.9%
+160.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.3% |
| 7D | -1.3% | -2.1% | +0.8% | -1.1% |
| 30D | -2.6% | -2.3% | -0.2% | -2.4% |
| 3M | +5.8% | -5.2% | +11.0% | +6.1% |
| 6M | +10.6% | +1.4% | +9.1% | +10.0% |
| YTD | +17.2% | +6.1% | +11.0% | +16.0% |
| 1Y | +17.6% | +27.0% | -9.4% | +14.0% |
| 3Y | +124.3% | -25.9% | +150.2% | +133.3% |
| 5Y | +125.1% | -34.6% | +159.7% | +132.0% |
| All | +125.1% | -34.9% | +160.0% | +132.0% |
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