+227.0%
UPS vs PLD
+1,727.7%
-1,500.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.0% |
| 7D | -2.9% | -2.4% | -0.5% | -2.2% |
| 30D | -3.5% | -2.4% | -1.1% | -2.8% |
| 3M | -5.7% | -3.8% | -1.9% | -4.7% |
| 6M | -4.4% | 0.0% | -4.4% | -4.4% |
| YTD | +8.0% | +9.2% | -1.2% | +5.2% |
| 1Y | +29.0% | +25.9% | +3.1% | +20.3% |
| 3Y | -27.7% | +21.3% | -49.0% | -32.3% |
| 5Y | -34.3% | +14.1% | -48.5% | -38.1% |
| 10Y | +37.8% | +237.9% | -200.1% | -4.5% |
| All | +227.0% | +1,727.7% | -1,500.7% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling