-33.7%
UPS vs PCG
+58.3%
-92.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.7% |
| 7D | -2.9% | -13.9% | +11.0% | -0.3% |
| 30D | -3.5% | -16.9% | +13.4% | -0.3% |
| 3M | -5.7% | -14.7% | +9.0% | -3.3% |
| 6M | -4.4% | -23.8% | +19.5% | +0.7% |
| YTD | +8.0% | -10.5% | +18.5% | +9.4% |
| 1Y | +29.0% | -5.1% | +34.1% | +28.5% |
| 3Y | -27.7% | -11.6% | -16.1% | -27.6% |
| All | -33.7% | +58.3% | -92.1% | -41.6% |
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