+42.5%
UPS vs PEGA
+95.3%
-52.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | +1.7% | -8.2% | +9.9% | +3.2% |
| 30D | +17.4% | -11.6% | +29.0% | +19.6% |
| 3M | +7.7% | -4.2% | +11.9% | +8.1% |
| 6M | +13.8% | -12.0% | +25.8% | +15.2% |
| YTD | +17.3% | -46.9% | +64.2% | +28.1% |
| 1Y | +27.2% | -47.0% | +74.2% | +38.7% |
| 3Y | -5.6% | +40.9% | -46.5% | -20.5% |
| 5Y | -33.5% | -45.4% | +11.8% | -32.3% |
| All | +42.5% | +95.3% | -52.8% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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