+45.6%
UPS vs PR
+66.0%
-20.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.6% |
| 7D | 0.0% | -16.4% | +16.5% | +1.1% |
| 30D | +17.3% | -1.9% | +19.2% | +17.4% |
| 3M | +6.6% | +8.0% | -1.3% | +6.0% |
| 6M | +12.0% | +4.1% | +7.9% | +11.4% |
| YTD | +14.4% | +58.7% | -44.3% | +10.6% |
| 1Y | +23.3% | +75.8% | -52.5% | +18.5% |
| 3Y | -9.6% | +73.2% | -82.8% | -13.6% |
| 5Y | -34.1% | +230.1% | -264.3% | -39.8% |
| All | +45.6% | +66.0% | -20.4% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling