-33.1%
UPS vs PEGA
-47.0%
+13.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.4% | +2.9% |
| 7D | +1.1% | -10.0% | +11.1% | +2.3% |
| 30D | +17.3% | -12.7% | +30.0% | +19.0% |
| 3M | +7.9% | -4.6% | +12.5% | +8.2% |
| 6M | +13.7% | -13.1% | +26.8% | +14.9% |
| YTD | +17.2% | -47.6% | +64.8% | +25.0% |
| 1Y | +23.2% | -47.0% | +70.3% | +31.1% |
| 3Y | -5.9% | +42.0% | -47.9% | -17.2% |
| 5Y | -33.1% | -47.8% | +14.8% | -30.8% |
| All | -33.1% | -47.0% | +13.9% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling