+259.3%
UPS vs PEG
+1,087.9%
-828.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.4% |
| 7D | +3.8% | +4.5% | -0.7% | +2.4% |
| 30D | +17.4% | +7.5% | +9.8% | +14.8% |
| 3M | +8.2% | +0.8% | +7.4% | +7.8% |
| 6M | +17.9% | 0.0% | +17.9% | +17.7% |
| YTD | +18.7% | -3.0% | +21.7% | +19.2% |
| 1Y | +24.8% | -4.7% | +29.6% | +26.0% |
| 3Y | -4.5% | +36.5% | -41.0% | -15.2% |
| 5Y | -33.2% | +44.4% | -77.6% | -42.1% |
| 10Y | +44.2% | +170.2% | -126.0% | +1.7% |
| All | +259.3% | +1,087.9% | -828.6% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling