+37.9%
UPS vs PLD
+238.1%
-200.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.8% |
| 7D | -2.9% | -2.4% | -0.5% | -1.8% |
| 30D | -3.5% | -2.4% | -1.1% | -2.4% |
| 3M | -5.7% | -3.8% | -1.9% | -4.2% |
| 6M | -4.4% | 0.0% | -4.4% | -4.5% |
| YTD | +8.0% | +9.2% | -1.2% | +3.5% |
| 1Y | +29.0% | +25.9% | +3.1% | +15.6% |
| 3Y | -27.7% | +21.3% | -49.0% | -35.2% |
| 5Y | -34.3% | +14.1% | -48.5% | -41.0% |
| All | +37.9% | +238.1% | -200.1% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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