+36.2%
UPS vs PCG
-75.0%
+111.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -2.0% |
| 7D | -2.1% | +5.4% | -7.5% | -2.5% |
| 30D | -2.3% | -15.1% | +12.8% | -1.5% |
| 3M | -5.2% | -9.8% | +4.6% | -4.8% |
| 6M | +1.4% | -18.0% | +19.4% | +2.4% |
| YTD | +6.1% | -7.2% | +13.4% | +6.3% |
| 1Y | +27.0% | +2.9% | +24.1% | +26.4% |
| 3Y | -25.9% | -11.1% | -14.8% | -25.8% |
| 5Y | -34.6% | +61.8% | -96.4% | -36.3% |
| 10Y | +36.2% | -75.2% | +111.3% | +43.6% |
| All | +36.2% | -75.0% | +111.2% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling