+255.0%
UPS vs PH
+4,946.6%
-4,691.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +1.7% | +2.1% | -0.4% | +0.8% |
| 30D | +17.4% | +0.3% | +17.2% | +16.8% |
| 3M | +7.7% | -8.8% | +16.5% | +10.7% |
| 6M | +13.8% | +10.0% | +3.8% | +8.8% |
| YTD | +17.3% | +10.5% | +6.8% | +11.8% |
| 1Y | +27.2% | +15.5% | +11.6% | +19.3% |
| 3Y | -5.6% | +136.4% | -142.0% | -33.3% |
| 5Y | -33.5% | +213.6% | -247.1% | -58.1% |
| 10Y | +43.7% | +713.9% | -670.2% | -39.4% |
| All | +255.0% | +4,946.6% | -4,691.6% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling