-18.2%
UPS vs PL
+46.3%
-64.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -1.6% | +13.4% | -15.0% | -2.4% |
| 30D | +17.9% | -10.2% | +28.1% | +18.4% |
| 3M | +9.4% | -39.5% | +48.9% | +12.1% |
| 6M | +16.2% | -65.7% | +81.9% | +22.2% |
| YTD | +18.8% | -27.3% | +46.0% | +17.8% |
| 1Y | +26.1% | +15.0% | +11.1% | +20.6% |
| 3Y | -4.5% | +560.8% | -565.3% | -26.7% |
| 5Y | -33.2% | +38.4% | -71.6% | -44.7% |
| All | -18.2% | +46.3% | -64.5% | -33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling