-26.2%
UPS vs PBR
+101.4%
-127.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | -3.4% | +4.2% | -7.7% | -3.9% |
| 30D | -2.7% | +22.7% | -25.5% | -5.2% |
| 3M | -1.6% | +21.5% | -23.2% | -4.2% |
| 6M | +2.3% | +24.0% | -21.7% | -1.5% |
| YTD | +5.6% | +88.2% | -82.7% | -6.8% |
| 1Y | +27.1% | +74.8% | -47.8% | +13.7% |
| All | -26.2% | +101.4% | -127.7% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling