-7.3%
UPS vs PL
+403.1%
-410.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -10.1% | +7.3% | -2.5% |
| 7D | +3.5% | -20.5% | +24.0% | +4.3% |
| 30D | +19.3% | -38.8% | +58.0% | +21.3% |
| 3M | +4.7% | -49.1% | +53.9% | +7.2% |
| 6M | +17.0% | -69.4% | +86.3% | +21.4% |
| YTD | +17.3% | -42.3% | +59.6% | +17.5% |
| 1Y | +27.4% | -14.2% | +41.6% | +24.6% |
| All | -7.3% | +403.1% | -410.4% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling