+53.0%
UPS vs PENG
+520.3%
-467.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -23.0% | +20.2% | -0.5% |
| 7D | +3.5% | -36.7% | +40.1% | +7.9% |
| 30D | +19.3% | -42.0% | +61.3% | +24.9% |
| 3M | +4.7% | -33.2% | +37.9% | +7.4% |
| 6M | +17.0% | +2.1% | +14.9% | +11.3% |
| YTD | +17.3% | +90.3% | -73.0% | +2.7% |
| 1Y | +27.4% | +67.7% | -40.3% | +13.0% |
| 3Y | -7.7% | +154.2% | -162.0% | -25.3% |
| 5Y | -32.4% | +28.3% | -60.7% | -43.2% |
| All | +53.0% | +520.3% | -467.3% | +13.2% |
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