+36.0%
UPS vs PEGA
+180.6%
-144.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.4% |
| 7D | -3.4% | -5.3% | +1.9% | -2.5% |
| 30D | -2.7% | +8.3% | -11.0% | -4.1% |
| 3M | -1.6% | +8.9% | -10.6% | -3.6% |
| 6M | +2.3% | -19.7% | +22.1% | +5.1% |
| YTD | +5.6% | -39.9% | +45.5% | +13.2% |
| 1Y | +27.1% | -36.4% | +63.4% | +34.0% |
| 3Y | -26.3% | +52.8% | -79.1% | -38.4% |
| 5Y | -34.5% | -45.7% | +11.2% | -32.4% |
| All | +36.0% | +180.6% | -144.6% | -3.3% |
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