-5.9%
UPS vs PH
+137.6%
-143.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.8% | +1.2% |
| 7D | +1.1% | +3.0% | -1.9% | +0.1% |
| 30D | +17.3% | -0.6% | +18.0% | +17.2% |
| 3M | +7.9% | -10.7% | +18.6% | +11.5% |
| 6M | +13.7% | +9.1% | +4.7% | +9.3% |
| YTD | +17.2% | +9.5% | +7.7% | +12.4% |
| 1Y | +23.2% | +14.0% | +9.2% | +16.6% |
| 3Y | -5.9% | +138.9% | -144.7% | -33.8% |
| All | -5.9% | +137.6% | -143.5% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling