+44.3%
UPS vs P
+748.5%
-704.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.3% | -3.8% | +1.7% |
| 7D | +1.1% | -9.6% | +10.8% | +2.2% |
| 30D | +17.3% | -33.4% | +50.8% | +22.7% |
| 3M | +7.9% | +14.2% | -6.3% | +4.3% |
| 6M | +13.7% | +31.6% | -17.8% | +6.7% |
| YTD | +17.2% | +53.5% | -36.3% | +6.7% |
| 1Y | +23.2% | +14.2% | +9.1% | +15.8% |
| 3Y | -5.9% | +190.5% | -196.4% | -28.7% |
| 5Y | -33.1% | +256.3% | -289.4% | -52.4% |
| 10Y | +44.3% | +707.9% | -663.5% | -13.3% |
| All | +44.3% | +748.5% | -704.2% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling