+220.6%
UPS vs PGR
+5,302.4%
-5,081.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -2.0% | -0.6% | -1.4% | -1.8% |
| 30D | -2.0% | +4.9% | -6.9% | -3.6% |
| 3M | -6.2% | +7.6% | -13.9% | -9.1% |
| 6M | +2.8% | +8.3% | -5.5% | -1.0% |
| YTD | +5.9% | +1.7% | +4.2% | +4.0% |
| 1Y | +26.2% | -6.8% | +33.1% | +27.2% |
| 3Y | -26.0% | +73.4% | -99.5% | -41.4% |
| 5Y | -34.3% | +161.2% | -195.5% | -56.1% |
| 10Y | +37.5% | +819.5% | -781.9% | -42.6% |
| All | +220.6% | +5,302.4% | -5,081.9% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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