-9.6%
UPS vs PCG
-21.6%
+12.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.1% |
| 7D | 0.0% | -1.6% | +1.6% | +0.4% |
| 30D | +17.3% | +1.4% | +15.9% | +17.0% |
| 3M | +6.6% | -23.4% | +30.0% | +11.9% |
| 6M | +12.0% | -19.4% | +31.4% | +15.6% |
| YTD | +14.4% | -18.5% | +32.9% | +17.8% |
| 1Y | +23.3% | -19.5% | +42.8% | +27.4% |
| 3Y | -9.6% | -21.0% | +11.4% | -9.6% |
| All | -9.6% | -21.6% | +12.0% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling