+227.0%
UPS vs PPL
+805.6%
-578.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | +2.7% | -5.5% | -3.6% |
| 30D | -3.5% | +0.5% | -4.0% | -3.7% |
| 3M | -5.7% | +0.7% | -6.4% | -6.0% |
| 6M | -4.4% | -7.6% | +3.2% | -2.4% |
| YTD | +8.0% | +1.8% | +6.2% | +6.9% |
| 1Y | +29.0% | -0.8% | +29.8% | +28.5% |
| 3Y | -27.7% | +56.9% | -84.6% | -37.8% |
| 5Y | -34.3% | +39.5% | -73.9% | -41.7% |
| 10Y | +37.8% | +55.4% | -17.6% | +15.1% |
| All | +227.0% | +805.6% | -578.6% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling