-34.5%
UPS vs PLD
-0.1%
-34.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -1.9% |
| 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% | +10.7% |
| 6M | +12.0% | -9.8% | +21.8% | +17.1% |
| YTD | +14.4% | +1.8% | +12.6% | +13.0% |
| 1Y | +23.3% | +5.6% | +17.7% | +19.8% |
| 3Y | -9.6% | +33.3% | -42.9% | -22.3% |
| All | -34.5% | -0.1% | -34.4% | -40.2% |
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