+324.4%
UPS vs PFG
+1,015.3%
-690.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.8% |
| 7D | -2.9% | +5.5% | -8.4% | -4.3% |
| 30D | -3.5% | +2.4% | -5.9% | -4.2% |
| 3M | -5.7% | +13.6% | -19.3% | -9.1% |
| 6M | -4.4% | +27.9% | -32.3% | -10.6% |
| YTD | +8.0% | +35.6% | -27.5% | -0.7% |
| 1Y | +29.0% | +48.5% | -19.4% | +15.7% |
| 3Y | -27.7% | +66.9% | -94.6% | -37.3% |
| 5Y | -34.3% | +111.0% | -145.3% | -46.7% |
| 10Y | +37.8% | +244.5% | -206.7% | -5.5% |
| All | +324.4% | +1,015.3% | -690.9% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling