+217.2%
UPS vs PPG
+602.5%
-385.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.2% |
| 7D | -3.7% | -3.7% | 0.0% | -2.1% |
| 30D | -3.7% | -7.2% | +3.5% | -0.6% |
| 3M | -6.6% | -7.3% | +0.8% | -3.7% |
| 6M | +2.6% | +0.3% | +2.3% | +1.7% |
| YTD | +4.8% | +6.5% | -1.8% | +1.1% |
| 1Y | +25.3% | +0.5% | +24.7% | +23.7% |
| 3Y | -26.9% | -15.3% | -11.6% | -22.7% |
| 5Y | -33.5% | -22.9% | -10.6% | -28.1% |
| 10Y | +36.1% | +28.4% | +7.7% | +14.2% |
| All | +217.2% | +602.5% | -385.3% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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