-34.5%
UPS vs PCOR
-19.6%
-14.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | 0.0% | +22.7% | -22.7% | -3.8% |
| 30D | +17.3% | +37.5% | -20.1% | +10.5% |
| 3M | +6.6% | +35.2% | -28.6% | +0.4% |
| 6M | +12.0% | +42.2% | -30.2% | +3.9% |
| YTD | +14.4% | +3.6% | +10.8% | +11.6% |
| 1Y | +23.3% | -4.8% | +28.1% | +22.5% |
| 3Y | -9.6% | +48.3% | -58.0% | -20.9% |
| All | -34.5% | -19.6% | -14.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling