+227.0%
UPS vs PCG
+6.6%
+220.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.4% |
| 7D | -2.9% | -13.9% | +11.0% | -1.8% |
| 30D | -3.5% | -16.9% | +13.4% | -2.2% |
| 3M | -5.7% | -14.7% | +9.0% | -4.7% |
| 6M | -4.4% | -23.8% | +19.5% | -2.4% |
| YTD | +8.0% | -10.5% | +18.5% | +8.7% |
| 1Y | +29.0% | -5.1% | +34.1% | +29.0% |
| 3Y | -27.7% | -11.6% | -16.1% | -27.5% |
| 5Y | -34.3% | +59.0% | -93.4% | -37.5% |
| 10Y | +37.8% | -75.7% | +113.5% | +43.1% |
| All | +227.0% | +6.6% | +220.4% | +149.6% |
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 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