+73.2%
UPS vs PFGC
+485.1%
-411.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.7% |
| 7D | +3.8% | +3.4% | +0.4% | +3.3% |
| 30D | +17.4% | +16.9% | +0.4% | +14.7% |
| 3M | +8.2% | +6.4% | +1.8% | +7.1% |
| 6M | +17.9% | +16.0% | +1.9% | +15.1% |
| YTD | +18.7% | +23.6% | -4.9% | +14.5% |
| 1Y | +24.8% | +16.6% | +8.2% | +21.3% |
| 3Y | -4.5% | +82.3% | -86.8% | -13.3% |
| 5Y | -33.2% | +138.7% | -171.9% | -41.9% |
| 10Y | +44.2% | +352.8% | -308.6% | +20.2% |
| All | +73.2% | +485.1% | -411.9% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling