+45.2%
UPS vs PR
+169.5%
-124.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -2.9% | +2.9% | -5.8% | -3.1% |
| 30D | -3.5% | +18.0% | -21.5% | -4.5% |
| 3M | -5.7% | +16.9% | -22.6% | -6.7% |
| 6M | -4.4% | +28.2% | -32.6% | -6.1% |
| YTD | +8.0% | +69.3% | -61.3% | +4.2% |
| 1Y | +29.0% | +69.5% | -40.5% | +24.4% |
| 3Y | -27.7% | +81.7% | -109.4% | -31.0% |
| 5Y | -34.3% | +422.2% | -456.6% | -41.1% |
| 10Y | +37.8% | +110.4% | -72.6% | +37.4% |
| All | +45.2% | +169.5% | -124.3% | +45.2% |
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