-33.2%
UPS vs PR
+257.5%
-290.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.9% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | +17.9% | -4.6% | +22.6% | +18.5% |
| 3M | +9.4% | +4.7% | +4.7% | +8.2% |
| 6M | +16.2% | +12.4% | +3.7% | +13.4% |
| YTD | +18.8% | +62.9% | -44.1% | +8.4% |
| 1Y | +26.1% | +70.6% | -44.5% | +14.1% |
| 3Y | -4.5% | +90.0% | -94.5% | -16.6% |
| 5Y | -33.2% | +255.5% | -288.7% | -48.7% |
| All | -33.2% | +257.5% | -290.7% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling