+24.0%
UPS vs PL
-5.1%
+29.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.4% | -12.8% | -2.5% |
| 7D | 0.0% | -6.8% | +6.9% | +0.1% |
| 30D | +17.3% | -29.3% | +46.6% | +17.5% |
| 3M | +6.6% | -44.8% | +51.4% | +7.0% |
| 6M | +12.0% | -68.4% | +80.4% | +12.6% |
| YTD | +14.4% | -36.4% | +50.7% | +16.2% |
| All | +24.0% | -5.1% | +29.2% | +26.4% |
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