-4.5%
UPS vs P
+197.6%
-202.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +1.9% |
| 7D | +3.8% | +11.6% | -7.8% | +3.3% |
| 30D | +17.4% | -23.7% | +41.0% | +18.5% |
| 3M | +8.2% | -8.0% | +16.2% | +8.1% |
| 6M | +17.9% | +27.9% | -10.0% | +15.0% |
| YTD | +18.7% | +61.2% | -42.5% | +13.8% |
| 1Y | +24.8% | +28.6% | -3.8% | +20.5% |
| 3Y | -4.5% | +200.5% | -205.0% | -18.7% |
| All | -4.5% | +197.6% | -202.1% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling