+16.2%
UPS vs PAAS
-35.1%
+51.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.6% | +1.5% |
| 7D | -1.6% | -5.2% | +3.6% | -0.9% |
| 30D | +17.9% | -13.9% | +31.9% | +19.7% |
| 3M | +9.4% | -23.8% | +33.2% | +12.4% |
| 6M | +16.2% | -36.4% | +52.6% | +19.4% |
| All | +16.2% | -35.1% | +51.2% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 6mo: compounded portfolio wealth divided by compounded PAAS 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…
6mo analysis · Full analysis span regression · 6 months rolling