+36.0%
UPS vs PEG
+148.3%
-112.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -3.4% | -0.9% | -2.5% | -3.1% |
| 30D | -2.7% | -2.8% | 0.0% | -1.8% |
| 3M | -1.6% | -6.9% | +5.3% | +0.8% |
| 6M | +2.3% | -11.4% | +13.7% | +6.4% |
| YTD | +5.6% | -7.4% | +13.0% | +7.8% |
| 1Y | +27.1% | -8.3% | +35.3% | +29.8% |
| 3Y | -26.3% | +31.5% | -57.8% | -35.9% |
| 5Y | -34.5% | +38.0% | -72.4% | -44.6% |
| All | +36.0% | +148.3% | -112.4% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling