-32.7%
UPS vs PLD
+0.2%
-32.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.8% | +1.3% | +2.4% | +3.2% |
| 30D | +17.4% | -1.4% | +18.7% | +18.1% |
| 3M | +8.2% | -8.2% | +16.4% | +12.4% |
| 6M | +17.9% | -8.0% | +26.0% | +22.2% |
| YTD | +18.7% | +3.2% | +15.5% | +16.5% |
| 1Y | +24.8% | +7.0% | +17.8% | +20.5% |
| 3Y | -4.5% | +38.3% | -42.8% | -19.2% |
| All | -32.7% | +0.2% | -32.8% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling