-25.6%
UPS vs PL
+84.9%
-110.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -2.9% | -9.3% | +6.4% | -2.4% |
| 30D | -3.5% | -18.9% | +15.4% | -2.4% |
| 3M | -5.7% | -58.4% | +52.7% | -1.4% |
| 6M | -4.4% | -30.3% | +25.9% | -3.9% |
| YTD | +8.0% | -8.1% | +16.1% | +6.1% |
| 1Y | +29.0% | +180.5% | -151.5% | +14.9% |
| 3Y | -27.7% | +444.1% | -471.9% | -42.9% |
| 5Y | -34.3% | +83.0% | -117.4% | -47.0% |
| All | -25.6% | +84.9% | -110.5% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling