-18.2%
UPS vs PL
+40.9%
-59.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.5% | +1.9% |
| 7D | +3.8% | +10.0% | -6.3% | +3.2% |
| 30D | +17.4% | -2.3% | +19.6% | +17.3% |
| 3M | +8.2% | -44.2% | +52.4% | +11.4% |
| 6M | +17.9% | -66.1% | +84.0% | +24.2% |
| YTD | +18.7% | -30.0% | +48.7% | +18.0% |
| 1Y | +24.8% | +21.0% | +3.8% | +18.9% |
| 3Y | -4.5% | +516.5% | -521.1% | -26.3% |
| 5Y | -33.2% | +32.0% | -65.2% | -44.6% |
| All | -18.2% | +40.9% | -59.1% | -32.9% |
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