+36.4%
UPS vs PNR
+66.2%
-29.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.0% | -6.0% | +4.1% | +0.4% |
| 30D | -2.0% | -14.0% | +12.0% | +3.7% |
| 3M | -6.2% | -21.7% | +15.5% | +1.8% |
| 6M | +2.8% | -37.3% | +40.0% | +21.4% |
| YTD | +5.9% | -45.1% | +51.0% | +31.3% |
| 1Y | +26.2% | -49.1% | +75.4% | +61.0% |
| 3Y | -26.0% | -14.8% | -11.2% | -24.6% |
| 5Y | -34.3% | -21.0% | -13.3% | -33.3% |
| All | +36.4% | +66.2% | -29.8% | +1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling