+27.2%
UPS vs PL
+7.9%
+19.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | +1.7% | +5.6% | -3.9% | +1.7% |
| 30D | +17.4% | -16.9% | +34.4% | +17.5% |
| 3M | +7.7% | -38.2% | +46.0% | +8.1% |
| 6M | +13.8% | -63.4% | +77.3% | +14.4% |
| YTD | +17.3% | -27.6% | +44.9% | +19.1% |
| 1Y | +27.2% | +6.6% | +20.6% | +29.5% |
| All | +27.2% | +7.9% | +19.3% | +29.5% |
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