-33.6%
UPS vs PCOR
-9.0%
-24.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.2% |
| 7D | +1.1% | +22.2% | -21.1% | -2.5% |
| 30D | +17.3% | +36.0% | -18.7% | +11.0% |
| 3M | +7.9% | +34.0% | -26.1% | +2.0% |
| 6M | +13.7% | +43.5% | -29.8% | +5.7% |
| YTD | +17.2% | +5.1% | +12.1% | +14.1% |
| 1Y | +23.2% | -3.9% | +27.2% | +22.2% |
| 3Y | -5.9% | +52.9% | -58.8% | -17.1% |
| 5Y | -33.1% | -18.7% | -14.4% | -39.8% |
| All | -33.6% | -9.0% | -24.7% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling