+217.2%
UPS vs PNR
+634.3%
-417.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.7% |
| 7D | -3.7% | -3.9% | +0.2% | -2.5% |
| 30D | -3.7% | -13.8% | +10.1% | +0.8% |
| 3M | -6.6% | -22.5% | +16.0% | +0.5% |
| 6M | +2.6% | -37.2% | +39.7% | +17.7% |
| YTD | +4.8% | -44.2% | +49.0% | +24.5% |
| 1Y | +25.3% | -46.6% | +71.9% | +50.9% |
| 3Y | -26.9% | -12.5% | -14.3% | -25.9% |
| 5Y | -33.5% | -19.3% | -14.2% | -31.8% |
| 10Y | +36.1% | +67.5% | -31.4% | +7.8% |
| All | +217.2% | +634.3% | -417.2% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling