-25.9%
UPS vs PPL
+57.3%
-83.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | +2.7% | -5.5% | -3.3% |
| 30D | -3.5% | +0.5% | -4.0% | -3.6% |
| 3M | -5.7% | +0.7% | -6.4% | -5.8% |
| 6M | -4.4% | -7.6% | +3.2% | -3.1% |
| YTD | +8.0% | +1.8% | +6.2% | +7.2% |
| 1Y | +29.0% | -0.8% | +29.8% | +28.4% |
| All | -25.9% | +57.3% | -83.2% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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