-11.2%
UPS vs PLTD
-77.8%
+66.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -0.9% |
| 7D | -2.9% | +5.9% | -8.8% | -2.5% |
| 30D | -3.5% | -11.6% | +8.1% | -4.1% |
| 3M | -5.7% | -29.9% | +24.2% | -7.0% |
| 6M | -4.4% | -28.5% | +24.2% | -5.4% |
| YTD | +8.0% | -20.4% | +28.4% | +7.9% |
| 1Y | +29.0% | -33.3% | +62.3% | +27.2% |
| All | -11.2% | -77.8% | +66.6% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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