+36.1%
UPS vs PH
+795.7%
-759.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -3.7% | -10.3% | +6.5% | +0.2% |
| 3M | -6.6% | +5.1% | -11.6% | -8.7% |
| 6M | +2.6% | +2.3% | +0.3% | +0.9% |
| YTD | +4.8% | +8.7% | -3.9% | +0.7% |
| 1Y | +25.3% | +26.8% | -1.5% | +13.3% |
| 3Y | -26.9% | +139.2% | -166.0% | -49.7% |
| 5Y | -33.5% | +251.1% | -284.6% | -61.2% |
| 10Y | +36.1% | +812.6% | -776.5% | -46.1% |
| All | +36.1% | +795.7% | -759.6% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling