-38.8%
UPS vs PCOR
-30.9%
-7.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.4% |
| 7D | -2.9% | -9.0% | +6.1% | -1.3% |
| 30D | -3.5% | +4.2% | -7.7% | -4.3% |
| 3M | -5.7% | +14.4% | -20.1% | -8.4% |
| 6M | -4.4% | +0.2% | -4.5% | -5.8% |
| YTD | +8.0% | -20.3% | +28.3% | +10.7% |
| 1Y | +29.0% | -16.1% | +45.2% | +30.3% |
| 3Y | -27.7% | -14.7% | -13.0% | -29.3% |
| 5Y | -34.3% | -43.2% | +8.8% | -37.8% |
| All | -38.8% | -30.9% | -7.9% | -42.5% |
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