-34.6%
UPS vs PFGC
+110.5%
-145.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.3% |
| 7D | -2.1% | -2.4% | +0.3% | -1.5% |
| 30D | -2.3% | -15.8% | +13.4% | +1.9% |
| 3M | -5.2% | -0.6% | -4.6% | -5.3% |
| 6M | +1.4% | +10.7% | -9.3% | -1.7% |
| YTD | +6.1% | +7.6% | -1.5% | +3.0% |
| 1Y | +27.0% | -7.8% | +34.8% | +28.3% |
| 3Y | -25.9% | +63.7% | -89.6% | -37.1% |
| 5Y | -34.6% | +112.3% | -146.8% | -49.6% |
| All | -34.6% | +110.5% | -145.1% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 5y: compounded portfolio wealth divided by compounded PFGC 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…
5y analysis · Full analysis span regression · 6 months rolling