-25.9%
UPS vs PFG
+71.3%
-97.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.1% |
| 7D | -2.1% | +6.0% | -8.1% | -4.8% |
| 30D | -2.3% | +2.2% | -4.5% | -3.4% |
| 3M | -5.2% | +10.4% | -15.6% | -10.1% |
| 6M | +1.4% | +27.8% | -26.4% | -10.8% |
| YTD | +6.1% | +33.6% | -27.5% | -9.0% |
| 1Y | +27.0% | +49.3% | -22.3% | +2.6% |
| 3Y | -25.9% | +69.7% | -95.7% | -43.6% |
| All | -25.9% | +71.3% | -97.2% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling