+43.3%
UPS vs PH
+700.5%
-657.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | -0.6% | +7.4% | -8.0% | -3.2% |
| 30D | +16.4% | +0.5% | +16.0% | +15.8% |
| 3M | +7.9% | -10.2% | +18.2% | +11.8% |
| 6M | +15.8% | +8.9% | +6.9% | +10.9% |
| YTD | +16.6% | +9.7% | +6.9% | +11.1% |
| 1Y | +22.3% | +12.8% | +9.5% | +15.2% |
| 3Y | -6.2% | +134.6% | -140.8% | -35.2% |
| 5Y | -34.4% | +204.5% | -238.9% | -59.9% |
| All | +43.3% | +700.5% | -657.2% | -40.6% |
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