+44.3%
UPS vs PFG
+189.4%
-145.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | -1.6% | -2.2% | +0.6% | -0.8% |
| 30D | +17.9% | +6.4% | +11.6% | +15.3% |
| 3M | +9.4% | +2.2% | +7.2% | +8.4% |
| 6M | +16.2% | +16.3% | -0.1% | +9.3% |
| YTD | +18.8% | +33.2% | -14.5% | +6.1% |
| 1Y | +26.1% | +40.6% | -14.5% | +10.4% |
| 3Y | -4.5% | +83.3% | -87.8% | -24.4% |
| 5Y | -33.2% | +97.7% | -131.0% | -49.0% |
| 10Y | +44.3% | +189.9% | -145.6% | -7.0% |
| All | +44.3% | +189.4% | -145.1% | -7.0% |
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