+826.4%
PM vs UPS
+207.9%
+618.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -6.6% | +1.7% | -8.3% | -7.1% |
| 30D | -3.4% | +17.4% | -20.9% | -8.0% |
| 3M | +5.3% | +7.7% | -2.4% | +2.9% |
| 6M | +15.5% | +13.8% | +1.7% | +10.2% |
| YTD | +24.3% | +17.3% | +7.0% | +16.6% |
| 1Y | +29.7% | +27.2% | +2.5% | +18.5% |
| 3Y | +144.9% | -5.6% | +150.6% | +137.3% |
| 5Y | +159.0% | -33.5% | +192.6% | +178.4% |
| 10Y | +250.9% | +43.7% | +207.3% | +152.7% |
| All | +826.4% | +207.9% | +618.6% | +333.0% |
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 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