-34.5%
UPS vs P
+247.4%
-281.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -2.8% |
| 7D | 0.0% | -23.8% | +23.9% | +2.2% |
| 30D | +17.3% | -36.6% | +54.0% | +21.5% |
| 3M | +6.6% | +10.9% | -4.3% | +4.2% |
| 6M | +12.0% | +30.0% | -18.0% | +6.8% |
| YTD | +14.4% | +44.4% | -30.0% | +7.2% |
| 1Y | +23.3% | +3.9% | +19.4% | +18.8% |
| 3Y | -9.6% | +176.6% | -186.2% | -30.0% |
| All | -34.5% | +247.4% | -281.9% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling