+357.9%
UPS vs PFG
+979.8%
-621.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +16.4% | +5.0% | +11.5% | +15.0% |
| 3M | +7.9% | +0.1% | +7.9% | +7.8% |
| 6M | +15.8% | +13.8% | +2.1% | +11.6% |
| YTD | +16.6% | +31.2% | -14.7% | +8.1% |
| 1Y | +22.3% | +37.1% | -14.8% | +12.1% |
| 3Y | -6.2% | +80.6% | -86.8% | -20.2% |
| 5Y | -34.4% | +93.7% | -128.1% | -45.5% |
| 10Y | +41.7% | +185.5% | -143.9% | +1.7% |
| All | +357.9% | +979.8% | -621.9% | +106.1% |
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