+36.0%
UPS vs PFG
+247.4%
-211.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.5% |
| 7D | -3.4% | -3.0% | -0.4% | -2.3% |
| 30D | -2.7% | +2.5% | -5.2% | -3.7% |
| 3M | -1.6% | +6.1% | -7.7% | -4.1% |
| 6M | +2.3% | +31.3% | -29.0% | -7.9% |
| YTD | +5.6% | +33.6% | -28.0% | -5.8% |
| 1Y | +27.1% | +48.5% | -21.5% | +8.9% |
| 3Y | -26.3% | +69.6% | -95.9% | -40.2% |
| 5Y | -34.5% | +111.5% | -145.9% | -51.1% |
| All | +36.0% | +247.4% | -211.5% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PFG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling