-26.2%
UPS vs PNR
-14.2%
-12.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +1.2% |
| 7D | -3.4% | -5.5% | +2.1% | -1.7% |
| 30D | -2.7% | -15.6% | +12.8% | +2.4% |
| 3M | -1.6% | -20.2% | +18.6% | +4.6% |
| 6M | +2.3% | -36.6% | +38.9% | +17.9% |
| YTD | +5.6% | -45.0% | +50.6% | +27.1% |
| 1Y | +27.1% | -47.4% | +74.5% | +55.2% |
| All | -26.2% | -14.2% | -12.0% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling