-9.6%
UPS vs PLD
+31.5%
-41.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -1.8% |
| 7D | 0.0% | -0.8% | +0.8% | +0.5% |
| 30D | +17.3% | -0.3% | +17.6% | +17.4% |
| 3M | +6.6% | -8.0% | +14.6% | +11.0% |
| 6M | +12.0% | -9.8% | +21.8% | +17.5% |
| YTD | +14.4% | +1.8% | +12.6% | +12.8% |
| 1Y | +23.3% | +5.6% | +17.7% | +19.4% |
| 3Y | -9.6% | +33.3% | -42.9% | -23.7% |
| All | -9.6% | +31.5% | -41.1% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling