+36.4%
UPS vs PNC
+279.5%
-243.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -2.0% | -0.6% | -1.4% | -1.7% |
| 30D | -2.0% | -4.4% | +2.4% | -0.2% |
| 3M | -6.2% | +5.2% | -11.5% | -8.3% |
| 6M | +2.8% | +20.6% | -17.9% | -5.0% |
| YTD | +5.9% | +19.8% | -13.9% | -2.0% |
| 1Y | +26.2% | +24.4% | +1.8% | +14.8% |
| 3Y | -26.0% | +131.2% | -157.2% | -48.2% |
| 5Y | -34.3% | +53.1% | -87.4% | -46.5% |
| All | +36.4% | +279.5% | -243.1% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 10y: compounded portfolio wealth divided by compounded PNC 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…
10y analysis · Full analysis span regression · 6 months rolling