-4.5%
UPS vs PEG
+36.1%
-40.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.6% |
| 7D | +3.8% | +4.5% | -0.7% | +3.0% |
| 30D | +17.4% | +7.5% | +9.8% | +16.0% |
| 3M | +8.2% | +0.8% | +7.4% | +7.9% |
| 6M | +17.9% | 0.0% | +17.9% | +17.8% |
| YTD | +18.7% | -3.0% | +21.7% | +18.8% |
| 1Y | +24.8% | -4.7% | +29.6% | +25.3% |
| 3Y | -4.5% | +36.5% | -41.0% | -19.5% |
| All | -4.5% | +36.1% | -40.7% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling