-33.6%
UPS vs PCOR
-10.0%
-23.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +3.5% | +23.7% | -20.2% | -0.4% |
| 30D | +19.3% | +39.0% | -19.7% | +12.4% |
| 3M | +4.7% | +35.8% | -31.0% | -1.1% |
| 6M | +17.0% | +38.2% | -21.3% | +9.4% |
| YTD | +17.3% | +3.9% | +13.3% | +14.4% |
| 1Y | +27.4% | +5.7% | +21.7% | +23.6% |
| 3Y | -7.7% | +44.8% | -52.5% | -18.0% |
| 5Y | -32.4% | -19.8% | -12.7% | -39.1% |
| All | -33.6% | -10.0% | -23.6% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling