+221.2%
UPS vs PNC
+826.1%
-604.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | -2.1% | +2.3% | -4.4% | -2.8% |
| 30D | -2.3% | -3.8% | +1.5% | -1.2% |
| 3M | -5.2% | +7.8% | -13.0% | -7.3% |
| 6M | +1.4% | +19.7% | -18.3% | -3.8% |
| YTD | +6.1% | +19.1% | -13.0% | +0.7% |
| 1Y | +27.0% | +23.1% | +3.9% | +19.2% |
| 3Y | -25.9% | +132.1% | -158.1% | -42.3% |
| 5Y | -34.6% | +52.2% | -86.8% | -43.2% |
| 10Y | +36.2% | +271.4% | -235.2% | -9.6% |
| All | +221.2% | +826.1% | -604.9% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling