+246.2%
UPS vs PCG
-2.9%
+249.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.3% |
| 7D | 0.0% | -1.6% | +1.6% | +0.2% |
| 30D | +17.3% | +1.4% | +15.9% | +17.2% |
| 3M | +6.6% | -23.4% | +30.0% | +8.8% |
| 6M | +12.0% | -19.4% | +31.4% | +13.7% |
| YTD | +14.4% | -18.5% | +32.9% | +16.0% |
| 1Y | +23.3% | -19.5% | +42.8% | +25.1% |
| 3Y | -9.6% | -21.0% | +11.4% | -8.4% |
| 5Y | -34.1% | +13.7% | -47.9% | -35.5% |
| 10Y | +49.5% | -77.2% | +126.7% | +55.8% |
| All | +246.2% | -2.9% | +249.1% | +166.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling