+49.3%
UPS vs PENG
+597.2%
-547.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +12.4% | -14.9% | -3.7% |
| 7D | 0.0% | -19.4% | +19.5% | +1.7% |
| 30D | +17.3% | -42.4% | +59.7% | +23.0% |
| 3M | +6.6% | -25.6% | +32.3% | +8.0% |
| 6M | +12.0% | +7.3% | +4.7% | +6.1% |
| YTD | +14.4% | +113.9% | -99.5% | -1.2% |
| 1Y | +23.3% | +93.6% | -70.3% | +7.6% |
| 3Y | -9.6% | +170.2% | -179.8% | -27.3% |
| 5Y | -34.1% | +44.2% | -78.3% | -45.4% |
| All | +49.3% | +597.2% | -547.9% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling