-33.5%
UPS vs PSA
+10.8%
-44.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.3% |
| 7D | -3.7% | -2.2% | -1.4% | -2.8% |
| 30D | -3.7% | -9.6% | +5.8% | +0.1% |
| 3M | -6.6% | -7.9% | +1.4% | -3.7% |
| 6M | +2.6% | -2.0% | +4.6% | +2.9% |
| YTD | +4.8% | +15.7% | -11.0% | -1.6% |
| 1Y | +25.3% | +5.8% | +19.5% | +21.6% |
| 3Y | -26.9% | +21.6% | -48.4% | -33.5% |
| 5Y | -33.5% | +13.1% | -46.6% | -38.5% |
| All | -33.5% | +10.8% | -44.3% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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