-32.7%
UPS vs PCG
+10.2%
-42.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.3% | +1.4% |
| 7D | +3.8% | +2.2% | +1.6% | +3.3% |
| 30D | +17.4% | +0.8% | +16.6% | +17.2% |
| 3M | +8.2% | -23.8% | +32.0% | +13.8% |
| 6M | +17.9% | -19.6% | +37.6% | +22.2% |
| YTD | +18.7% | -16.7% | +35.4% | +21.9% |
| 1Y | +24.8% | -19.4% | +44.2% | +29.1% |
| 3Y | -4.5% | -18.3% | +13.8% | -2.9% |
| All | -32.7% | +10.2% | -42.9% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling