+29.0%
UPS vs PL
+176.6%
-147.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | -2.9% | -9.3% | +6.4% | -2.9% |
| 30D | -3.5% | -18.9% | +15.4% | -3.5% |
| 3M | -5.7% | -58.4% | +52.7% | -6.1% |
| 6M | -4.4% | -30.3% | +25.9% | -3.7% |
| YTD | +8.0% | -8.1% | +16.1% | +9.5% |
| 1Y | +29.0% | +180.5% | -151.5% | +33.4% |
| All | +29.0% | +176.6% | -147.6% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling