-33.2%
UPS vs PCOR
-15.7%
-17.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.0% |
| 7D | -1.6% | +2.5% | -4.2% | -2.1% |
| 30D | +17.9% | +37.9% | -19.9% | +11.0% |
| 3M | +9.4% | +32.0% | -22.6% | +3.4% |
| 6M | +16.2% | +54.7% | -38.6% | +6.1% |
| YTD | +18.8% | +6.6% | +12.2% | +15.3% |
| 1Y | +26.1% | -1.7% | +27.8% | +24.5% |
| 3Y | -4.5% | +49.0% | -53.4% | -16.4% |
| 5Y | -33.2% | -12.5% | -20.7% | -40.1% |
| All | -33.2% | -15.7% | -17.5% | -40.1% |
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