+30.6%
UPS vs PBR
+74.7%
-44.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -7.0% | +11.7% | +4.2% |
| 7D | +8.2% | -11.0% | +19.2% | +7.5% |
| 30D | +22.7% | -18.8% | +41.5% | +21.6% |
| 3M | +6.4% | +7.8% | -1.4% | +7.9% |
| 6M | +22.6% | -7.6% | +30.2% | +23.1% |
| YTD | +20.7% | +72.7% | -51.9% | +20.6% |
| 1Y | +30.6% | +72.9% | -42.3% | +29.4% |
| All | +30.6% | +74.7% | -44.1% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling