-33.7%
UPS vs PENG
+115.2%
-149.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.9% |
| 7D | -2.9% | +4.5% | -7.4% | -3.4% |
| 30D | -3.5% | -7.1% | +3.6% | -3.0% |
| 3M | -5.7% | -27.3% | +21.5% | -4.3% |
| 6M | -4.4% | +169.6% | -174.0% | -18.7% |
| YTD | +8.0% | +164.6% | -156.6% | -8.3% |
| 1Y | +29.0% | +109.5% | -80.4% | +12.1% |
| 3Y | -27.7% | +98.9% | -126.6% | -40.5% |
| All | -33.7% | +115.2% | -149.0% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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