+36.2%
UPS vs P
+712.4%
-676.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.0% |
| 7D | -2.1% | +7.8% | -10.0% | -3.1% |
| 30D | -2.3% | +12.3% | -14.6% | -4.2% |
| 3M | -5.2% | +37.1% | -42.3% | -10.0% |
| 6M | +1.4% | +66.1% | -64.7% | -6.9% |
| YTD | +6.1% | +50.9% | -44.8% | -2.0% |
| 1Y | +27.0% | +27.2% | -0.2% | +18.5% |
| 3Y | -25.9% | +158.7% | -184.6% | -41.9% |
| 5Y | -34.6% | +291.1% | -325.7% | -53.6% |
| 10Y | +36.2% | +715.0% | -678.8% | -17.2% |
| All | +36.2% | +712.4% | -676.2% | -17.2% |
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