+30.6%
UPS vs PNR
-31.2%
+61.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.3% | +1.4% | +3.8% |
| 7D | +8.2% | +11.9% | -3.7% | +4.8% |
| 30D | +22.7% | +37.1% | -14.4% | +12.2% |
| 3M | +6.4% | +5.7% | +0.7% | +3.7% |
| 6M | +22.6% | -5.7% | +28.3% | +23.5% |
| YTD | +20.7% | -29.8% | +50.5% | +32.0% |
| 1Y | +30.6% | -31.8% | +62.4% | +45.0% |
| All | +30.6% | -31.2% | +61.8% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling