+57.6%
UPS vs PR
+147.8%
-90.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -2.6% |
| 7D | +3.5% | -16.5% | +20.0% | +4.5% |
| 30D | +19.3% | -4.5% | +23.8% | +19.5% |
| 3M | +4.7% | +8.5% | -3.8% | +4.1% |
| 6M | +17.0% | -3.3% | +20.3% | +16.9% |
| YTD | +17.3% | +55.7% | -38.4% | +13.6% |
| 1Y | +27.4% | +82.0% | -54.7% | +22.1% |
| 3Y | -7.7% | +62.5% | -70.2% | -11.4% |
| 5Y | -32.4% | +223.9% | -256.4% | -38.2% |
| 10Y | +53.3% | +64.2% | -10.9% | +52.3% |
| All | +57.6% | +147.8% | -90.2% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling