+34.9%
UPS vs PFG
+244.6%
-209.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | -3.7% | +3.2% | -6.9% | -4.9% |
| 30D | -3.7% | +0.9% | -4.7% | -4.2% |
| 3M | -6.6% | +7.7% | -14.3% | -9.4% |
| 6M | +2.6% | +29.0% | -26.4% | -7.1% |
| YTD | +4.8% | +32.5% | -27.7% | -6.2% |
| 1Y | +25.3% | +47.3% | -22.0% | +7.7% |
| 3Y | -26.9% | +68.2% | -95.1% | -40.4% |
| 5Y | -33.5% | +108.5% | -142.0% | -50.1% |
| All | +34.9% | +244.6% | -209.6% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling