-7.3%
UPS vs PCOR
+44.3%
-51.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +3.5% | +23.7% | -20.2% | 0.0% |
| 30D | +19.3% | +39.0% | -19.7% | +13.2% |
| 3M | +4.7% | +35.8% | -31.0% | -0.5% |
| 6M | +17.0% | +38.2% | -21.3% | +10.6% |
| YTD | +17.3% | +3.9% | +13.3% | +16.3% |
| 1Y | +27.4% | +5.7% | +21.7% | +25.5% |
| All | -7.3% | +44.3% | -51.6% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling