-32.8%
UPS vs PCOR
-7.6%
-25.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +3.8% | +3.0% | +0.7% | +3.3% |
| 30D | +17.4% | +38.7% | -21.3% | +10.7% |
| 3M | +8.2% | +24.9% | -16.7% | +3.6% |
| 6M | +17.9% | +68.8% | -50.8% | +6.6% |
| YTD | +18.7% | +6.7% | +12.0% | +15.3% |
| 1Y | +24.8% | +3.0% | +21.8% | +22.0% |
| 3Y | -4.5% | +48.6% | -53.2% | -15.5% |
| 5Y | -33.2% | -12.7% | -20.5% | -40.3% |
| All | -32.8% | -7.6% | -25.2% | -40.2% |
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